+4.9%
MSCI vs ALLE
+55.0%
-50.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | -0.4% |
| 7D | +1.5% | -0.6% | +2.1% | +1.8% |
| 30D | +14.4% | +26.6% | -12.2% | +2.6% |
| 3M | +15.2% | +13.2% | +2.0% | +8.5% |
| 6M | +11.2% | +42.9% | -31.7% | -7.0% |
| YTD | +13.9% | +21.0% | -7.1% | +2.2% |
| 1Y | +12.5% | +15.2% | -2.7% | +3.7% |
| 3Y | +32.3% | +95.6% | -63.3% | -15.1% |
| 5Y | +4.9% | +53.4% | -48.6% | -21.7% |
| All | +4.9% | +55.0% | -50.1% | -21.7% |
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