+281.3%
P vs ALLE
+13.7%
+267.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.9% |
| 7D | +6.5% | -0.2% | +6.8% | +6.6% |
| 30D | +18.8% | -6.8% | +25.6% | +22.7% |
| 3M | +26.7% | +21.0% | +5.7% | +14.5% |
| 6M | +62.2% | +1.1% | +61.1% | +60.1% |
| YTD | +48.5% | -0.5% | +49.0% | +46.8% |
| 1Y | +26.4% | -7.3% | +33.6% | +29.6% |
| 3Y | +159.4% | +42.3% | +117.2% | +103.5% |
| All | +281.3% | +13.7% | +267.5% | +225.0% |
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