-0.3%
SPOT vs ALLE
+18.6%
-18.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +4.2% |
| 7D | +16.6% | +6.7% | +9.9% | +15.0% |
| 30D | +29.9% | +25.4% | +4.5% | +24.7% |
| 3M | +31.3% | +16.9% | +14.3% | +26.6% |
| 6M | +43.2% | +46.6% | -3.3% | +34.3% |
| YTD | +8.1% | +22.4% | -14.3% | +4.1% |
| 1Y | -0.3% | +17.7% | -18.0% | -3.7% |
| All | -0.3% | +18.6% | -18.9% | -3.7% |
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