-24.8%
Q vs ALLE
+42.1%
-66.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.9% | -4.5% | -7.5% |
| 7D | -10.3% | 0.0% | -10.3% | -10.2% |
| 30D | -17.7% | +20.6% | -38.2% | -16.7% |
| 3M | -18.8% | +11.4% | -30.2% | -17.0% |
| 6M | -24.8% | +42.5% | -67.3% | -27.5% |
| All | -24.8% | +42.1% | -66.9% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling