+38.1%
O vs ALLE
+88.9%
-50.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | +3.7% | -0.6% | +4.3% | +3.8% |
| 30D | +11.2% | +25.3% | -14.1% | +6.2% |
| 3M | -4.0% | +10.3% | -14.3% | -6.0% |
| 6M | -5.2% | +38.0% | -43.3% | -11.5% |
| YTD | +9.5% | +17.8% | -8.3% | +5.2% |
| 1Y | +10.6% | +13.6% | -3.0% | +7.1% |
| 3Y | +38.1% | +89.2% | -51.1% | +17.8% |
| All | +38.1% | +88.9% | -50.8% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling