+17.8%
HYG vs ALLE
+52.7%
-34.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -0.4% | +1.6% | -2.0% | -0.6% |
| 30D | +0.4% | +24.1% | -23.7% | -2.8% |
| 3M | -1.8% | +14.8% | -16.7% | -3.9% |
| 6M | -0.7% | +45.9% | -46.6% | -6.5% |
| YTD | +0.3% | +20.7% | -20.4% | -2.9% |
| 1Y | +1.4% | +14.2% | -12.8% | -0.9% |
| 3Y | +24.1% | +90.7% | -66.6% | +8.6% |
| 5Y | +17.8% | +50.6% | -32.8% | +4.8% |
| All | +17.8% | +52.7% | -34.9% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling