-42.5%
IT vs ALLE
+52.7%
-95.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -3.7% | +1.6% | -5.2% | -4.4% |
| 30D | -3.1% | +24.1% | -27.2% | -12.8% |
| 3M | +6.3% | +14.8% | -8.5% | -0.7% |
| 6M | +24.8% | +45.9% | -21.1% | +3.6% |
| YTD | -24.4% | +20.7% | -45.1% | -32.0% |
| 1Y | -17.1% | +14.2% | -31.3% | -23.2% |
| 3Y | -53.6% | +90.7% | -144.3% | -68.5% |
| 5Y | -42.5% | +50.6% | -93.1% | -52.9% |
| All | -42.5% | +52.7% | -95.3% | -52.9% |
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