-68.9%
S vs ALLE
+49.9%
-118.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +2.2% |
| 7D | -13.4% | -0.6% | -12.9% | -13.2% |
| 30D | -14.0% | +25.3% | -39.3% | -25.7% |
| 3M | +4.9% | +10.3% | -5.4% | -2.0% |
| 6M | +42.0% | +38.0% | +4.0% | +13.0% |
| YTD | +45.1% | +17.8% | +27.4% | +26.9% |
| 1Y | +33.1% | +13.6% | +19.5% | +19.6% |
| 3Y | +40.6% | +89.2% | -48.6% | -20.8% |
| All | -68.9% | +49.9% | -118.7% | -78.0% |
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