+557.5%
P vs ALLE
+269.5%
+288.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.8% | -6.8% | -5.9% |
| 7D | -19.4% | +6.7% | -26.0% | -22.4% |
| 30D | -22.3% | +25.4% | -47.7% | -32.5% |
| 3M | +33.2% | +16.9% | +16.2% | +20.2% |
| 6M | +53.6% | +46.6% | +7.1% | +20.2% |
| YTD | +66.8% | +22.4% | +44.4% | +43.6% |
| 1Y | +17.5% | +17.7% | -0.2% | +3.6% |
| 3Y | +219.7% | +96.3% | +123.4% | +99.8% |
| 5Y | +307.8% | +57.4% | +250.4% | +187.2% |
| 10Y | +855.3% | +241.0% | +614.3% | +322.1% |
| All | +557.5% | +269.5% | +288.0% | +205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling