+54.6%
TER vs ALLE
+49.9%
+4.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.2% |
| 7D | -20.5% | -0.6% | -19.9% | -20.2% |
| 30D | -47.0% | +25.3% | -72.3% | -55.3% |
| 3M | -43.3% | +10.3% | -53.6% | -47.7% |
| 6M | -42.9% | +38.0% | -80.9% | -56.0% |
| YTD | +12.9% | +17.8% | -4.9% | -2.5% |
| 1Y | +18.2% | +13.6% | +4.6% | +4.8% |
| 3Y | +151.8% | +89.2% | +62.6% | +45.8% |
| All | +54.6% | +49.9% | +4.7% | +4.0% |
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