+33.8%
SOLS vs ALLE
-11.7%
+45.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.4% |
| 7D | +4.5% | +2.8% | +1.7% | +3.9% |
| 30D | +6.0% | -7.6% | +13.6% | +7.9% |
| 3M | -19.7% | +22.8% | -42.5% | -24.7% |
| 6M | -10.4% | +4.6% | -15.0% | -11.3% |
| YTD | +33.3% | -1.2% | +34.5% | +26.5% |
| All | +33.8% | -11.7% | +45.5% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling