+0.7%
PL vs ALLE
+13.1%
-12.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.9% | +11.3% | +10.4% |
| 7D | -6.8% | -0.6% | -6.3% | -6.7% |
| 30D | -29.3% | +25.3% | -54.6% | -30.8% |
| 3M | -44.8% | +10.3% | -55.0% | -45.0% |
| 6M | -68.4% | +38.0% | -106.4% | -69.0% |
| YTD | -36.4% | +17.8% | -54.1% | -37.7% |
| 1Y | +0.7% | +13.6% | -12.9% | +0.8% |
| All | +0.7% | +13.1% | -12.4% | +0.8% |
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 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