+181.3%
O vs ALLE
+327.3%
-146.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.4% |
| 7D | +3.7% | -0.6% | +4.3% | +3.9% |
| 30D | +11.2% | +25.3% | -14.1% | +1.8% |
| 3M | -4.0% | +10.3% | -14.3% | -7.8% |
| 6M | -5.2% | +38.0% | -43.3% | -17.0% |
| YTD | +9.5% | +17.8% | -8.3% | +1.2% |
| 1Y | +10.6% | +13.6% | -3.0% | +3.6% |
| 3Y | +38.1% | +89.2% | -51.1% | +2.4% |
| 5Y | +10.2% | +51.1% | -40.8% | -12.1% |
| 10Y | +71.4% | +228.1% | -156.7% | +5.9% |
| All | +181.3% | +327.3% | -146.0% | +61.2% |
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