+63.1%
T vs ALLE
+92.8%
-29.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | -1.1% | +25.9% | -27.0% | -3.8% |
| 3M | -7.7% | +14.9% | -22.6% | -9.4% |
| 6M | -10.6% | +42.1% | -52.7% | -14.4% |
| YTD | -7.5% | +20.4% | -27.8% | -9.8% |
| 1Y | -7.4% | +14.9% | -22.3% | -9.0% |
| 3Y | +63.1% | +90.1% | -27.0% | +51.8% |
| All | +63.1% | +92.8% | -29.7% | +51.8% |
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