+449.1%
PL vs ALLE
+42.6%
+406.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.9% |
| 7D | -9.3% | -0.2% | -9.1% | -9.2% |
| 30D | -18.9% | -6.8% | -12.1% | -15.0% |
| 3M | -58.4% | +21.0% | -79.4% | -64.1% |
| 6M | -30.3% | +1.1% | -31.4% | -31.0% |
| YTD | -8.1% | -0.5% | -7.6% | -10.0% |
| 1Y | +180.5% | -7.3% | +187.7% | +195.1% |
| All | +449.1% | +42.6% | +406.5% | +260.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling