+1,427.1%
MSCI vs ALLE
+260.9%
+1,166.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | +0.6% | -6.8% | +7.4% | +3.9% |
| 3M | -7.1% | +21.0% | -28.1% | -16.2% |
| 6M | +0.8% | +1.1% | -0.3% | -1.1% |
| YTD | +1.0% | -0.5% | +1.5% | -0.8% |
| 1Y | +4.3% | -7.3% | +11.6% | +5.9% |
| 3Y | +9.9% | +42.3% | -32.3% | -12.8% |
| 5Y | -6.8% | +13.5% | -20.2% | -18.3% |
| 10Y | +614.7% | +144.0% | +470.6% | +316.5% |
| All | +1,427.1% | +260.9% | +1,166.3% | +657.8% |
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