+49.5%
JBL vs ALLE
-8.3%
+57.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | +4.4% | +2.8% | +1.6% | +3.4% |
| 30D | -8.4% | -7.6% | -0.8% | -6.0% |
| 3M | -14.2% | +22.8% | -36.9% | -20.6% |
| 6M | +29.6% | +4.6% | +25.0% | +26.7% |
| YTD | +37.1% | -1.2% | +38.3% | +32.9% |
| 1Y | +49.5% | -9.1% | +58.6% | +48.6% |
| All | +49.5% | -8.3% | +57.8% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling