+71.7%
TER vs ALLE
+51.6%
+20.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -6.0% |
| 7D | +14.4% | +3.6% | +10.8% | +12.0% |
| 30D | -30.6% | +25.9% | -56.5% | -41.3% |
| 3M | -39.2% | +15.8% | -54.9% | -45.7% |
| 6M | -31.3% | +48.1% | -79.4% | -49.5% |
| YTD | +29.1% | +22.0% | +7.1% | +9.2% |
| 1Y | +47.4% | +18.0% | +29.4% | +27.7% |
| 3Y | +191.2% | +93.1% | +98.1% | +67.1% |
| All | +71.7% | +51.6% | +20.0% | +13.2% |
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