+42.1%
RF vs ALLE
+49.9%
-7.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.1% |
| 7D | -0.9% | -0.6% | -0.3% | -0.6% |
| 30D | +6.0% | +25.3% | -19.3% | -6.5% |
| 3M | -8.9% | +10.3% | -19.2% | -14.0% |
| 6M | +2.3% | +38.0% | -35.7% | -15.7% |
| YTD | +7.6% | +17.8% | -10.2% | -3.7% |
| 1Y | +21.2% | +13.6% | +7.6% | +10.9% |
| 3Y | +108.5% | +89.2% | +19.3% | +35.5% |
| All | +42.1% | +49.9% | -7.8% | +1.3% |
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