+237.3%
P vs ALLE
+51.8%
+185.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.9% | -13.5% | -15.2% |
| 7D | -31.9% | 0.0% | -31.9% | -31.9% |
| 30D | -36.5% | +20.6% | -57.1% | -42.0% |
| 3M | +11.6% | +11.4% | +0.2% | +5.7% |
| 6M | +25.2% | +42.5% | -17.3% | +4.1% |
| YTD | +39.4% | +18.9% | +20.6% | +26.3% |
| 1Y | -3.7% | +14.2% | -17.8% | -10.8% |
| 3Y | +167.3% | +90.7% | +76.6% | +78.3% |
| 5Y | +237.3% | +52.5% | +184.8% | +159.0% |
| All | +237.3% | +51.8% | +185.5% | +159.0% |
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