+109.3%
RF vs ALLE
+90.7%
+18.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.7% | -0.8% |
| 7D | -1.6% | 0.0% | -1.7% | -1.6% |
| 30D | +5.0% | +20.6% | -15.6% | -4.0% |
| 3M | -10.0% | +11.4% | -21.4% | -14.6% |
| 6M | +3.3% | +42.5% | -39.2% | -14.2% |
| YTD | +7.9% | +18.9% | -11.0% | -2.1% |
| 1Y | +21.2% | +14.2% | +7.1% | +12.7% |
| All | +109.3% | +90.7% | +18.6% | +22.8% |
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