+15.8%
Q vs ALLE
+12.5%
+3.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.9% | -4.5% | -6.7% |
| 7D | -10.3% | 0.0% | -10.3% | -10.2% |
| 30D | -17.7% | +20.6% | -38.2% | -21.3% |
| 3M | -18.8% | +11.4% | -30.2% | -20.1% |
| 6M | -24.8% | +42.5% | -67.3% | -34.4% |
| YTD | +35.0% | +18.9% | +16.1% | +24.8% |
| 1Y | +10.7% | +14.2% | -3.5% | +6.3% |
| All | +15.8% | +12.5% | +3.2% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling