+17.5%
P vs ALLE
+18.6%
-1.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.8% | -6.8% | -4.9% |
| 7D | -19.4% | +6.7% | -26.0% | -19.2% |
| 30D | -22.3% | +25.4% | -47.7% | -22.2% |
| 3M | +33.2% | +16.9% | +16.2% | +34.6% |
| 6M | +53.6% | +46.6% | +7.1% | +50.4% |
| YTD | +66.8% | +22.4% | +44.4% | +69.8% |
| 1Y | +17.5% | +17.7% | -0.2% | +20.2% |
| All | +17.5% | +18.6% | -1.0% | +20.2% |
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 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