+1,261.9%
TER vs ALLE
+331.3%
+930.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.9% | -12.4% | -13.4% |
| 7D | -28.2% | 0.0% | -28.2% | -28.2% |
| 30D | -50.6% | +20.6% | -71.1% | -56.9% |
| 3M | -45.3% | +11.4% | -56.7% | -49.9% |
| 6M | -40.4% | +42.5% | -82.9% | -54.2% |
| YTD | +10.0% | +18.9% | -8.8% | -4.8% |
| 1Y | +13.6% | +14.2% | -0.5% | +0.9% |
| 3Y | +145.2% | +90.7% | +54.5% | +52.8% |
| 5Y | +50.4% | +52.5% | -2.1% | +7.6% |
| 10Y | +882.9% | +231.2% | +651.7% | +340.2% |
| All | +1,261.9% | +331.3% | +930.6% | +442.1% |
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