-31.8%
TE vs ALLE
+88.9%
-120.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +4.1% |
| 7D | -12.6% | -0.6% | -12.0% | -12.2% |
| 30D | -36.7% | +25.3% | -62.1% | -45.2% |
| 3M | -57.5% | +10.3% | -67.8% | -59.9% |
| 6M | -55.2% | +38.0% | -93.3% | -64.2% |
| YTD | -64.7% | +17.8% | -82.4% | -69.3% |
| 1Y | -35.9% | +13.6% | -49.5% | -42.7% |
| 3Y | -31.8% | +89.2% | -121.0% | -64.3% |
| All | -31.8% | +88.9% | -120.7% | -64.3% |
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