+1,267.2%
NOW vs ALLE
+260.9%
+1,006.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.5% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | +20.5% | -6.8% | +27.3% | +25.1% |
| 3M | +18.3% | +21.0% | -2.7% | +5.0% |
| 6M | +24.1% | +1.1% | +23.0% | +20.6% |
| YTD | -7.8% | -0.5% | -7.3% | -10.4% |
| 1Y | -21.4% | -7.3% | -14.1% | -20.7% |
| 3Y | +19.5% | +42.3% | -22.7% | -10.2% |
| 5Y | +4.1% | +13.5% | -9.4% | -11.3% |
| 10Y | +826.4% | +144.0% | +682.4% | +338.4% |
| All | +1,267.2% | +260.9% | +1,006.3% | +378.2% |
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