+32.6%
NET vs ALLE
+58.3%
-25.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.3% | -3.9% |
| 7D | -16.4% | +6.7% | -23.0% | -20.6% |
| 30D | -25.8% | +25.4% | -51.2% | -38.4% |
| 3M | -11.5% | +16.9% | -28.5% | -22.8% |
| 6M | +18.9% | +46.6% | -27.6% | -15.2% |
| YTD | +35.2% | +22.4% | +12.8% | +9.9% |
| 1Y | +14.5% | +17.7% | -3.3% | -3.8% |
| 3Y | +313.8% | +96.3% | +217.5% | +80.7% |
| 5Y | +32.6% | +57.4% | -24.8% | -26.7% |
| All | +32.6% | +58.3% | -25.8% | -26.7% |
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