+43.2%
TER vs ALLE
+18.6%
+24.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.8% | -8.6% | -7.2% |
| 7D | -19.9% | +6.7% | -26.5% | -21.1% |
| 30D | -43.5% | +25.4% | -68.9% | -47.3% |
| 3M | -37.8% | +16.9% | -54.7% | -40.0% |
| 6M | -25.6% | +46.6% | -72.1% | -38.0% |
| YTD | +29.8% | +22.4% | +7.4% | +20.5% |
| 1Y | +43.2% | +17.7% | +25.4% | +36.4% |
| All | +43.2% | +18.6% | +24.6% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling