-40.2%
IT vs ALLE
+13.7%
-53.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.6% | -5.1% |
| 7D | -6.0% | -0.2% | -5.8% | -6.0% |
| 30D | 0.0% | -6.8% | +6.8% | +3.4% |
| 3M | +13.1% | +21.0% | -8.0% | +3.0% |
| 6M | +11.7% | +1.1% | +10.6% | +10.4% |
| YTD | -26.1% | -0.5% | -25.6% | -26.9% |
| 1Y | -21.3% | -7.3% | -14.0% | -19.3% |
| 3Y | -46.7% | +42.3% | -89.0% | -57.7% |
| All | -40.2% | +13.7% | -53.9% | -45.8% |
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