+2,185.6%
TER vs ALLE
+260.9%
+1,924.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +4.8% |
| 7D | +0.6% | -0.2% | +0.8% | +0.8% |
| 30D | -8.3% | -6.8% | -1.5% | -4.0% |
| 3M | -12.2% | +21.0% | -33.2% | -23.6% |
| 6M | +17.1% | +1.1% | +16.0% | +15.2% |
| YTD | +84.7% | -0.5% | +85.2% | +82.7% |
| 1Y | +199.9% | -7.3% | +207.2% | +209.4% |
| 3Y | +232.8% | +42.3% | +190.5% | +155.6% |
| 5Y | +198.6% | +13.5% | +185.1% | +162.3% |
| 10Y | +1,669.7% | +144.0% | +1,525.7% | +870.3% |
| All | +2,185.6% | +260.9% | +1,924.8% | +940.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling