+1,410.2%
MOD vs ALLE
+260.9%
+1,149.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.6% |
| 7D | +9.6% | -0.2% | +9.8% | +9.7% |
| 30D | 0.0% | -6.8% | +6.8% | +5.3% |
| 3M | -35.4% | +21.0% | -56.4% | -44.9% |
| 6M | -7.3% | +1.1% | -8.4% | -9.2% |
| YTD | +45.8% | -0.5% | +46.3% | +43.9% |
| 1Y | +43.1% | -7.3% | +50.4% | +49.3% |
| 3Y | +297.7% | +42.3% | +255.4% | +200.6% |
| 5Y | +1,478.8% | +13.5% | +1,465.3% | +1,281.9% |
| 10Y | +1,633.4% | +144.0% | +1,489.4% | +801.9% |
| All | +1,410.2% | +260.9% | +1,149.3% | +541.4% |
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 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