+48.4%
IR vs ALLE
+13.7%
+34.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.6% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -15.1% | -6.8% | -8.3% | -11.1% |
| 3M | +6.1% | +21.0% | -15.0% | -7.2% |
| 6M | -16.8% | +1.1% | -17.9% | -17.8% |
| YTD | -3.5% | -0.5% | -3.0% | -4.2% |
| 1Y | -3.5% | -7.3% | +3.8% | +0.3% |
| 3Y | +9.5% | +42.3% | -32.8% | -15.8% |
| All | +48.4% | +13.7% | +34.7% | +25.6% |
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