+50.3%
TER vs ALLE
+15.9%
+34.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +8.1% |
| 7D | +5.9% | -0.8% | +6.7% | +6.2% |
| 30D | -30.8% | +27.4% | -58.1% | -36.0% |
| 3M | -29.9% | +13.8% | -43.8% | -31.7% |
| 6M | -27.5% | +45.5% | -72.9% | -39.5% |
| YTD | +37.5% | +21.4% | +16.1% | +27.7% |
| 1Y | +50.3% | +15.4% | +34.9% | +45.4% |
| All | +50.3% | +15.9% | +34.4% | +45.4% |
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