+43.3%
MO vs ALLE
+14.3%
+29.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +0.4% | +1.6% | -1.1% | +0.3% |
| 30D | +8.9% | +24.1% | -15.2% | +6.9% |
| 3M | +23.0% | +14.8% | +8.1% | +21.2% |
| 6M | +15.0% | +45.9% | -30.9% | +12.6% |
| YTD | +41.7% | +20.7% | +20.9% | +40.3% |
| 1Y | +43.3% | +14.2% | +29.1% | +43.5% |
| All | +43.3% | +14.3% | +29.0% | +43.5% |
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 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