+352.4%
MO vs ALLE
+327.3%
+25.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.6% |
| 7D | -2.4% | -0.6% | -1.9% | -2.3% |
| 30D | +9.7% | +25.3% | -15.6% | +3.5% |
| 3M | +14.1% | +10.3% | +3.9% | +11.1% |
| 6M | +11.9% | +38.0% | -26.2% | +2.5% |
| YTD | +38.4% | +17.8% | +20.6% | +31.6% |
| 1Y | +41.9% | +13.6% | +28.3% | +36.1% |
| 3Y | +134.5% | +89.2% | +45.3% | +91.2% |
| 5Y | +147.3% | +51.1% | +96.2% | +111.5% |
| 10Y | +135.2% | +228.1% | -92.9% | +61.6% |
| All | +352.4% | +327.3% | +25.1% | +196.6% |
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