-51.6%
IT vs ALLE
+88.9%
-140.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.6% |
| 7D | -16.9% | -0.6% | -16.3% | -16.6% |
| 30D | +2.3% | +25.3% | -23.0% | -6.2% |
| 3M | +2.9% | +10.3% | -7.4% | -1.2% |
| 6M | +25.9% | +38.0% | -12.2% | +11.8% |
| YTD | -24.6% | +17.8% | -42.4% | -29.9% |
| 1Y | -16.0% | +13.6% | -29.7% | -20.6% |
| 3Y | -51.6% | +89.2% | -140.8% | -60.4% |
| All | -51.6% | +88.9% | -140.5% | -60.4% |
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 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