+846.2%
NDAQ vs ALLE
+260.9%
+585.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.3% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | +2.5% | -6.8% | +9.3% | +5.3% |
| 3M | +9.9% | +21.0% | -11.1% | +0.9% |
| 6M | +9.4% | +1.1% | +8.3% | +7.8% |
| YTD | +0.4% | -0.5% | +1.0% | -1.1% |
| 1Y | +4.0% | -7.3% | +11.3% | +5.5% |
| 3Y | +94.4% | +42.3% | +52.1% | +60.4% |
| 5Y | +56.7% | +13.5% | +43.3% | +40.0% |
| 10Y | +375.3% | +144.0% | +231.3% | +200.2% |
| All | +846.2% | +260.9% | +585.4% | +436.0% |
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