-68.0%
S vs ALLE
+51.8%
-119.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.9% | -5.9% | -7.1% |
| 7D | -16.7% | 0.0% | -16.7% | -16.7% |
| 30D | -17.0% | +20.6% | -37.6% | -26.6% |
| 3M | +2.0% | +11.4% | -9.4% | -5.3% |
| 6M | +35.1% | +42.5% | -7.5% | +5.1% |
| YTD | +42.8% | +18.9% | +23.9% | +24.2% |
| 1Y | +27.7% | +14.2% | +13.6% | +14.5% |
| 3Y | +33.0% | +90.7% | -57.7% | -25.4% |
| 5Y | -68.0% | +52.5% | -120.5% | -77.6% |
| All | -68.0% | +51.8% | -119.8% | -77.6% |
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