+319.4%
IR vs ALLE
+172.1%
+147.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -0.9% |
| 7D | +2.3% | 0.0% | +2.3% | +2.2% |
| 30D | +3.3% | +20.6% | -17.2% | -9.5% |
| 3M | -9.0% | +11.4% | -20.4% | -16.1% |
| 6M | +8.0% | +42.5% | -34.5% | -15.8% |
| YTD | +3.4% | +18.9% | -15.5% | -9.4% |
| 1Y | +4.5% | +14.2% | -9.7% | -5.9% |
| 3Y | +25.6% | +90.7% | -65.1% | -20.6% |
| 5Y | +43.8% | +52.5% | -8.7% | +3.3% |
| All | +319.4% | +172.1% | +147.3% | +106.3% |
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