+19.0%
HYG vs ALLE
+11.9%
+7.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.2% |
| 7D | -0.2% | -2.2% | +2.0% | +0.1% |
| 30D | -0.1% | -8.3% | +8.3% | +1.2% |
| 3M | +0.7% | +16.3% | -15.6% | -1.8% |
| 6M | +1.5% | +1.8% | -0.3% | +1.0% |
| YTD | +1.9% | -3.9% | +5.9% | +2.1% |
| 1Y | +3.7% | -10.0% | +13.7% | +4.9% |
| 3Y | +26.5% | +45.8% | -19.4% | +15.7% |
| 5Y | +19.0% | +13.3% | +5.7% | +9.2% |
| All | +19.0% | +11.9% | +7.0% | +9.2% |
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