+1,381.0%
NET vs ALLE
+109.5%
+1,271.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.3% | -3.5% |
| 7D | -16.4% | +6.7% | -23.0% | -19.3% |
| 30D | -25.8% | +25.4% | -51.2% | -34.5% |
| 3M | -11.5% | +16.9% | -28.5% | -19.3% |
| 6M | +18.9% | +46.6% | -27.6% | -4.7% |
| YTD | +35.2% | +22.4% | +12.8% | +18.1% |
| 1Y | +14.5% | +17.7% | -3.3% | +2.1% |
| 3Y | +313.8% | +96.3% | +217.5% | +165.0% |
| 5Y | +32.6% | +57.4% | -24.8% | -6.3% |
| All | +1,381.0% | +109.5% | +1,271.5% | +793.8% |
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