+27.5%
SOLS vs ALLE
-13.3%
+40.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -3.5% | -2.4% | -1.1% | -2.9% |
| 30D | -1.0% | -7.7% | +6.7% | +0.8% |
| 3M | -24.1% | +15.2% | -39.3% | -27.3% |
| 6M | -18.0% | +5.4% | -23.4% | -19.0% |
| YTD | +27.1% | -2.9% | +30.0% | +21.1% |
| All | +27.5% | -13.3% | +40.8% | +35.3% |
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