+406.2%
LOW vs ALLE
+260.9%
+145.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.7% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | -7.0% | -6.8% | -0.2% | -3.4% |
| 3M | -0.9% | +21.0% | -21.9% | -11.1% |
| 6M | -20.1% | +1.1% | -21.2% | -21.1% |
| YTD | -13.9% | -0.5% | -13.4% | -14.5% |
| 1Y | -21.1% | -7.3% | -13.9% | -18.8% |
| 3Y | -6.6% | +42.3% | -48.9% | -25.0% |
| 5Y | +9.4% | +13.5% | -4.1% | -2.8% |
| 10Y | +220.5% | +144.0% | +76.5% | +90.5% |
| All | +406.2% | +260.9% | +145.3% | +156.2% |
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