-65.3%
TEAM vs ALLE
+49.9%
-115.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.9% | -15.2% | -15.6% |
| 7D | -19.8% | -0.6% | -19.3% | -19.6% |
| 30D | -21.5% | +25.3% | -46.8% | -32.1% |
| 3M | +39.5% | +10.3% | +29.2% | +30.3% |
| 6M | +73.1% | +38.0% | +35.0% | +37.8% |
| YTD | -5.2% | +17.8% | -23.0% | -17.8% |
| 1Y | -1.6% | +13.6% | -15.2% | -12.3% |
| 3Y | -11.4% | +89.2% | -100.7% | -53.6% |
| All | -65.3% | +49.9% | -115.2% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling