+32.1%
SOLS vs ALLE
-11.1%
+43.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.6% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +2.1% | -6.8% | +8.9% | +3.7% |
| 3M | -24.1% | +21.0% | -45.2% | -28.4% |
| 6M | -15.0% | +1.1% | -16.1% | -15.2% |
| YTD | +31.6% | -0.5% | +32.1% | +24.8% |
| All | +32.1% | -11.1% | +43.2% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling