+362.3%
RF vs ALLE
+344.1%
+18.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.4% |
| 7D | +2.3% | +6.7% | -4.4% | -2.0% |
| 30D | +7.2% | +25.4% | -18.2% | -8.1% |
| 3M | -8.2% | +16.9% | -25.2% | -17.9% |
| 6M | +7.0% | +46.6% | -39.5% | -18.6% |
| YTD | +10.3% | +22.4% | -12.1% | -6.3% |
| 1Y | +25.1% | +17.7% | +7.3% | +9.1% |
| 3Y | +110.3% | +96.3% | +14.0% | +25.7% |
| 5Y | +47.1% | +57.4% | -10.3% | +0.1% |
| 10Y | +297.9% | +241.0% | +56.9% | +67.2% |
| All | +362.3% | +344.1% | +18.1% | +72.5% |
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