+6.3%
MSCI vs ALLE
+51.8%
-45.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.4% |
| 7D | +6.0% | 0.0% | +6.0% | +6.1% |
| 30D | +18.2% | +20.6% | -2.4% | +8.3% |
| 3M | +15.1% | +11.4% | +3.7% | +9.2% |
| 6M | +13.7% | +42.5% | -28.8% | -4.9% |
| YTD | +15.6% | +18.9% | -3.3% | +4.6% |
| 1Y | +16.3% | +14.2% | +2.2% | +7.6% |
| 3Y | +36.9% | +90.7% | -53.8% | -11.0% |
| 5Y | +6.3% | +52.5% | -46.2% | -20.6% |
| All | +6.3% | +51.8% | -45.5% | -20.6% |
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 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