+26.7%
Q vs ALLE
-5.8%
+32.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | +0.2% | -0.2% | +0.5% | +0.3% |
| 30D | -11.1% | -6.8% | -4.3% | -8.6% |
| 3M | -22.1% | +21.0% | -43.2% | -29.6% |
| 6M | +0.5% | +1.1% | -0.6% | -0.1% |
| YTD | +47.8% | -0.5% | +48.3% | +42.6% |
| All | +26.7% | -5.8% | +32.6% | +30.9% |
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