+62.1%
T vs ALLE
+93.1%
-31.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.5% |
| 7D | +1.7% | -0.6% | +2.3% | +1.7% |
| 30D | -1.7% | +26.6% | -28.3% | -4.5% |
| 3M | -7.3% | +13.2% | -20.5% | -8.9% |
| 6M | -11.2% | +42.9% | -54.1% | -15.0% |
| YTD | -8.1% | +21.0% | -29.1% | -10.4% |
| 1Y | -8.0% | +15.2% | -23.2% | -9.6% |
| 3Y | +62.1% | +95.6% | -33.5% | +51.9% |
| All | +62.1% | +93.1% | -31.0% | +51.9% |
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