+189.0%
O vs ALLE
+260.9%
-71.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -1.9% | -6.8% | +4.9% | +0.7% |
| 3M | +3.8% | +21.0% | -17.2% | -4.1% |
| 6M | -4.7% | +1.1% | -5.8% | -6.0% |
| YTD | +12.5% | -0.5% | +13.0% | +11.1% |
| 1Y | +10.8% | -7.3% | +18.1% | +12.4% |
| 3Y | +28.8% | +42.3% | -13.5% | +7.2% |
| 5Y | +13.2% | +13.5% | -0.3% | +1.6% |
| 10Y | +53.5% | +144.0% | -90.6% | +4.6% |
| All | +189.0% | +260.9% | -71.9% | +77.1% |
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