+204.1%
SLV vs ALLE
+260.9%
-56.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +6.7% | -6.8% | +13.5% | +7.6% |
| 3M | -10.7% | +21.0% | -31.7% | -13.0% |
| 6M | -20.6% | +1.1% | -21.7% | -20.9% |
| YTD | -7.1% | -0.5% | -6.6% | -7.4% |
| 1Y | +62.0% | -7.3% | +69.2% | +62.8% |
| 3Y | +169.8% | +42.3% | +127.6% | +156.4% |
| 5Y | +161.5% | +13.5% | +148.0% | +151.8% |
| 10Y | +224.4% | +144.0% | +80.4% | +196.5% |
| All | +204.1% | +260.9% | -56.7% | +173.9% |
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