-53.4%
IT vs ALLE
+93.1%
-146.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.8% |
| 7D | -6.8% | -0.8% | -6.0% | -6.5% |
| 30D | -0.6% | +27.4% | -27.9% | -9.5% |
| 3M | +3.1% | +13.8% | -10.8% | -2.3% |
| 6M | +25.5% | +45.5% | -20.0% | +9.3% |
| YTD | -23.5% | +21.4% | -44.9% | -29.7% |
| 1Y | -16.6% | +15.4% | -32.0% | -21.7% |
| All | -53.4% | +93.1% | -146.5% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling