+33.9%
TER vs ALLE
+15.5%
+18.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.8% | +10.0% | +12.0% |
| 7D | -5.8% | -0.6% | -5.1% | -5.5% |
| 30D | -38.9% | +26.6% | -65.5% | -43.4% |
| 3M | -35.1% | +13.2% | -48.3% | -36.5% |
| 6M | -31.6% | +42.9% | -74.4% | -42.2% |
| YTD | +27.2% | +21.0% | +6.2% | +18.3% |
| All | +33.9% | +15.5% | +18.4% | +28.6% |
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