+20.0%
ON vs ALLE
+51.6%
-31.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -4.4% |
| 7D | +12.2% | +3.6% | +8.7% | +9.4% |
| 30D | -3.1% | +25.9% | -29.0% | -19.6% |
| 3M | -12.9% | +15.8% | -28.6% | -22.8% |
| 6M | -38.6% | +48.1% | -86.7% | -56.6% |
| YTD | +31.2% | +22.0% | +9.3% | +8.3% |
| 1Y | +47.6% | +18.0% | +29.6% | +25.5% |
| 3Y | +6.6% | +93.1% | -86.5% | -44.0% |
| All | +20.0% | +51.6% | -31.6% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling