+65.5%
T vs ALLE
+94.0%
-28.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | +2.5% | +3.6% | -1.0% | +2.1% |
| 30D | -3.8% | +25.9% | -29.7% | -6.5% |
| 3M | -8.7% | +15.8% | -24.5% | -10.5% |
| 6M | -8.1% | +48.1% | -56.2% | -12.5% |
| YTD | -6.4% | +22.0% | -28.4% | -8.9% |
| 1Y | -9.8% | +18.0% | -27.8% | -11.7% |
| 3Y | +65.5% | +93.1% | -27.6% | +54.0% |
| All | +65.5% | +94.0% | -28.5% | +54.0% |
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