+14.8%
MSCI vs ALLE
+15.9%
-1.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.9% | -0.8% | -1.1% | -1.8% |
| 30D | +16.5% | +27.4% | -10.9% | +14.4% |
| 3M | +18.2% | +13.8% | +4.3% | +16.6% |
| 6M | +14.0% | +45.5% | -31.5% | +11.3% |
| YTD | +16.6% | +21.4% | -4.8% | +12.9% |
| 1Y | +14.8% | +15.4% | -0.5% | +13.1% |
| All | +14.8% | +15.9% | -1.0% | +13.1% |
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