-27.8%
TE vs ALLE
+42.6%
-70.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.6% |
| 7D | -4.0% | -0.2% | -3.7% | -3.7% |
| 30D | -15.9% | -6.8% | -9.1% | -11.4% |
| 3M | -60.5% | +21.0% | -81.6% | -66.2% |
| 6M | -35.2% | +1.1% | -36.3% | -36.2% |
| YTD | -31.1% | -0.5% | -30.6% | -33.4% |
| 1Y | +148.6% | -7.3% | +155.9% | +156.3% |
| All | -27.8% | +42.6% | -70.3% | -58.8% |
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