+89.9%
SLV vs ALLE
+51.6%
+38.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -5.8% | +3.6% | -9.4% | -6.3% |
| 30D | -12.1% | +25.9% | -38.0% | -15.3% |
| 3M | -24.1% | +15.8% | -39.9% | -25.8% |
| 6M | -44.4% | +48.1% | -92.5% | -47.9% |
| YTD | -31.5% | +22.0% | -53.5% | -33.9% |
| 1Y | -6.9% | +18.0% | -25.0% | -9.8% |
| 3Y | +116.0% | +93.1% | +22.9% | +92.7% |
| All | +89.9% | +51.6% | +38.3% | +73.5% |
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 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