+66.2%
HYG vs ALLE
+342.5%
-276.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -0.4% | +3.6% | -3.9% | -0.9% |
| 30D | +0.7% | +25.9% | -25.2% | -3.1% |
| 3M | -2.1% | +15.8% | -17.9% | -4.5% |
| 6M | -0.8% | +48.1% | -48.9% | -7.4% |
| YTD | +0.3% | +22.0% | -21.7% | -3.5% |
| 1Y | +1.8% | +18.0% | -16.3% | -1.6% |
| 3Y | +24.1% | +93.1% | -68.9% | +8.9% |
| 5Y | +17.7% | +52.1% | -34.3% | +6.3% |
| 10Y | +56.8% | +212.0% | -155.2% | +24.1% |
| All | +66.2% | +342.5% | -276.3% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling