-8.0%
T vs ALLE
+15.5%
-23.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.6% |
| 7D | +1.7% | -0.6% | +2.3% | +1.7% |
| 30D | -1.7% | +26.6% | -28.3% | -2.8% |
| 3M | -7.3% | +13.2% | -20.5% | -8.3% |
| 6M | -11.2% | +42.9% | -54.1% | -11.9% |
| YTD | -8.1% | +21.0% | -29.1% | -9.7% |
| All | -8.0% | +15.5% | -23.5% | -8.2% |
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