-50.3%
TEAM vs ALLE
+13.7%
-64.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.2% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | +67.3% | -6.8% | +74.1% | +74.6% |
| 3M | +86.8% | +21.0% | +65.7% | +63.3% |
| 6M | +146.8% | +1.1% | +145.7% | +140.3% |
| YTD | +16.9% | -0.5% | +17.5% | +13.5% |
| 1Y | +12.8% | -7.3% | +20.0% | +15.3% |
| 3Y | -7.3% | +42.3% | -49.5% | -37.8% |
| All | -50.3% | +13.7% | -64.1% | -63.8% |
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 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