+31.6%
Q vs ALLE
+14.6%
+17.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.8% | +4.1% | +6.3% |
| 7D | +8.4% | -0.6% | +9.1% | +8.6% |
| 30D | -1.2% | +26.6% | -27.8% | -7.1% |
| 3M | -9.3% | +13.2% | -22.5% | -11.0% |
| 6M | -15.0% | +42.9% | -57.9% | -25.3% |
| YTD | +53.5% | +21.0% | +32.4% | +41.3% |
| 1Y | +35.9% | +15.2% | +20.7% | +31.1% |
| All | +31.6% | +14.6% | +17.0% | +29.7% |
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