+949.8%
NDAQ vs ALLE
+327.3%
+622.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +0.8% | -0.6% | +1.4% | +1.1% |
| 30D | +16.5% | +25.3% | -8.8% | +6.2% |
| 3M | +13.5% | +10.3% | +3.2% | +8.7% |
| 6M | +20.9% | +38.0% | -17.1% | +4.9% |
| YTD | +11.4% | +17.8% | -6.4% | +2.3% |
| 1Y | +25.9% | +13.6% | +12.3% | +17.3% |
| 3Y | +119.9% | +89.2% | +30.6% | +60.7% |
| 5Y | +61.7% | +51.1% | +10.7% | +27.8% |
| 10Y | +481.6% | +228.1% | +253.5% | +227.2% |
| All | +949.8% | +327.3% | +622.5% | +453.9% |
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