+24.5%
Q vs ALLE
+15.5%
+9.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.8% |
| 7D | +1.2% | +3.6% | -2.4% | +0.4% |
| 30D | -2.7% | +25.9% | -28.6% | -8.2% |
| 3M | -16.9% | +15.8% | -32.7% | -19.1% |
| 6M | -26.9% | +48.1% | -74.9% | -36.9% |
| YTD | +45.2% | +22.0% | +23.3% | +33.4% |
| 1Y | +38.1% | +18.0% | +20.1% | +30.8% |
| All | +24.5% | +15.5% | +9.1% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling