+974.9%
NDAQ vs ALLE
+340.4%
+634.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.7% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | +16.3% | +27.4% | -11.0% | +5.3% |
| 3M | +15.8% | +13.8% | +2.0% | +9.5% |
| 6M | +24.8% | +45.5% | -20.7% | +6.0% |
| YTD | +14.1% | +21.4% | -7.3% | +3.4% |
| 1Y | +26.5% | +15.4% | +11.2% | +17.2% |
| 3Y | +119.1% | +91.7% | +27.4% | +59.4% |
| 5Y | +70.9% | +54.5% | +16.4% | +33.9% |
| 10Y | +479.7% | +210.5% | +269.2% | +232.2% |
| All | +974.9% | +340.4% | +634.4% | +460.1% |
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 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