+937.7%
MAR vs ALLE
+336.8%
+600.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +17.0% | +25.9% | -8.9% | +2.9% |
| 3M | +23.2% | +14.9% | +8.3% | +13.6% |
| 6M | +21.7% | +42.1% | -20.4% | -1.0% |
| YTD | +38.9% | +20.4% | +18.5% | +22.6% |
| 1Y | +48.7% | +14.9% | +33.8% | +34.8% |
| 3Y | +122.9% | +90.1% | +32.8% | +48.8% |
| 5Y | +177.5% | +53.0% | +124.5% | +105.1% |
| 10Y | +537.5% | +208.8% | +328.7% | +215.6% |
| All | +937.7% | +336.8% | +600.9% | +340.5% |
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