+196.1%
IT vs ALLE
+327.3%
-131.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.5% |
| 7D | -16.9% | -0.6% | -16.3% | -16.5% |
| 30D | +2.3% | +25.3% | -23.0% | -8.7% |
| 3M | +2.9% | +10.3% | -7.4% | -2.2% |
| 6M | +25.9% | +38.0% | -12.2% | +6.4% |
| YTD | -24.6% | +17.8% | -42.4% | -31.8% |
| 1Y | -16.0% | +13.6% | -29.7% | -22.6% |
| 3Y | -51.6% | +89.2% | -140.8% | -66.7% |
| 5Y | -42.6% | +51.1% | -93.7% | -56.1% |
| 10Y | +103.6% | +228.1% | -124.6% | +8.0% |
| All | +196.1% | +327.3% | -131.2% | +43.2% |
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