-53.2%
TE vs ALLE
+38.9%
-92.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.9% |
| 7D | -4.0% | -0.2% | -3.7% | -3.8% |
| 30D | -15.9% | -6.8% | -9.1% | -13.3% |
| 3M | -60.5% | +21.0% | -81.6% | -63.8% |
| 6M | -35.2% | +1.1% | -36.3% | -35.9% |
| YTD | -31.1% | -0.5% | -30.6% | -32.1% |
| 1Y | +148.6% | -7.3% | +155.9% | +152.3% |
| 3Y | -26.4% | +42.3% | -68.7% | -36.8% |
| 5Y | -48.0% | +13.5% | -61.5% | -55.9% |
| All | -53.2% | +38.9% | -92.0% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling