+59.6%
T vs ALLE
+88.9%
-29.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.8% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | -10.6% | +25.3% | -35.9% | -13.0% |
| 3M | -7.7% | +10.3% | -18.0% | -9.0% |
| 6M | -13.3% | +38.0% | -51.4% | -16.7% |
| YTD | -8.8% | +17.8% | -26.5% | -10.8% |
| 1Y | -8.4% | +13.6% | -22.0% | -9.9% |
| 3Y | +59.6% | +89.2% | -29.6% | +49.5% |
| All | +59.6% | +88.9% | -29.2% | +49.5% |
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