+89.1%
JBL vs ALLE
+88.9%
+0.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | -12.3% | -0.6% | -11.8% | -12.1% |
| 30D | -20.2% | +25.3% | -45.5% | -27.7% |
| 3M | -30.6% | +10.3% | -40.9% | -33.5% |
| 6M | -35.8% | +38.0% | -73.8% | -44.7% |
| YTD | +4.9% | +17.8% | -12.8% | -3.8% |
| 1Y | +11.3% | +13.6% | -2.3% | +4.0% |
| 3Y | +89.1% | +89.2% | -0.1% | +16.3% |
| All | +89.1% | +88.9% | +0.2% | +16.3% |
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