+62.6%
NDAQ vs ALLE
+49.9%
+12.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +0.8% | -0.6% | +1.4% | +1.1% |
| 30D | +16.5% | +25.3% | -8.8% | +7.8% |
| 3M | +13.5% | +10.3% | +3.2% | +9.4% |
| 6M | +20.9% | +38.0% | -17.1% | +7.3% |
| YTD | +11.4% | +17.8% | -6.4% | +3.8% |
| 1Y | +25.9% | +13.6% | +12.3% | +18.9% |
| 3Y | +119.9% | +89.2% | +30.6% | +65.1% |
| All | +62.6% | +49.9% | +12.7% | +32.5% |
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