+47.6%
ON vs ALLE
+15.3%
+32.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.9% |
| 7D | +12.2% | +3.6% | +8.7% | +11.2% |
| 30D | -3.1% | +25.9% | -29.0% | -8.9% |
| 3M | -12.9% | +15.8% | -28.6% | -15.8% |
| 6M | -38.6% | +48.1% | -86.7% | -46.8% |
| YTD | +31.2% | +22.0% | +9.3% | +23.0% |
| 1Y | +47.6% | +18.0% | +29.6% | +42.5% |
| All | +47.6% | +15.3% | +32.3% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling