+106.9%
SLV vs ALLE
+49.9%
+57.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +5.1% | -0.6% | +5.7% | +5.2% |
| 30D | -12.9% | +25.3% | -38.3% | -16.0% |
| 3M | -16.1% | +10.3% | -26.4% | -17.4% |
| 6M | -33.2% | +38.0% | -71.2% | -36.7% |
| YTD | -27.2% | +17.8% | -45.0% | -29.5% |
| 1Y | +7.6% | +13.6% | -6.0% | +4.9% |
| 3Y | +122.3% | +89.2% | +33.1% | +98.9% |
| All | +106.9% | +49.9% | +57.0% | +89.3% |
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