-1.4%
LOW vs ALLE
+18.6%
-20.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.8% | +5.7% | +6.6% |
| 7D | +15.6% | +6.7% | +9.0% | +12.0% |
| 30D | +28.6% | +25.4% | +3.2% | +14.6% |
| 3M | +5.8% | +16.9% | -11.1% | -2.4% |
| 6M | +3.8% | +46.6% | -42.7% | -14.8% |
| YTD | -2.8% | +22.4% | -25.2% | -15.5% |
| 1Y | -1.4% | +17.7% | -19.1% | -11.8% |
| All | -1.4% | +18.6% | -20.0% | -11.8% |
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