+69.4%
HYG vs ALLE
+260.9%
-191.5%
-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 | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | +0.1% | -6.8% | +6.9% | +1.2% |
| 3M | +0.7% | +21.0% | -20.4% | -2.7% |
| 6M | +1.5% | +1.1% | +0.4% | +0.9% |
| YTD | +2.2% | -0.5% | +2.7% | +1.7% |
| 1Y | +3.9% | -7.3% | +11.1% | +4.6% |
| 3Y | +26.0% | +42.3% | -16.3% | +16.5% |
| 5Y | +19.2% | +13.5% | +5.7% | +13.0% |
| 10Y | +54.8% | +144.0% | -89.2% | +27.5% |
| All | +69.4% | +260.9% | -191.5% | +33.3% |
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