+1,630.2%
JBL vs ALLE
+260.9%
+1,369.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.9% |
| 7D | +3.0% | -0.2% | +3.3% | +3.1% |
| 30D | -8.3% | -6.8% | -1.5% | -4.3% |
| 3M | -16.9% | +21.0% | -37.9% | -26.9% |
| 6M | +21.8% | +1.1% | +20.7% | +19.7% |
| YTD | +36.3% | -0.5% | +36.8% | +34.1% |
| 1Y | +49.5% | -7.3% | +56.8% | +53.4% |
| 3Y | +170.6% | +42.3% | +128.4% | +105.7% |
| 5Y | +408.4% | +13.5% | +394.9% | +337.1% |
| 10Y | +1,450.4% | +144.0% | +1,306.3% | +747.4% |
| All | +1,630.2% | +260.9% | +1,369.4% | +711.9% |
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 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