+99.6%
MO vs ALLE
+13.7%
+85.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | +0.3% | -0.2% | +0.6% | +0.4% |
| 30D | +0.6% | -6.8% | +7.4% | +1.6% |
| 3M | -1.0% | +21.0% | -22.0% | -3.7% |
| 6M | +4.3% | +1.1% | +3.2% | +4.1% |
| YTD | +23.3% | -0.5% | +23.8% | +23.2% |
| 1Y | +10.5% | -7.3% | +17.7% | +11.4% |
| 3Y | +96.3% | +42.3% | +54.0% | +81.7% |
| All | +99.6% | +13.7% | +85.9% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling