+42.1%
U vs ALLE
+15.3%
+26.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +5.2% |
| 7D | +2.6% | +3.6% | -1.0% | +2.5% |
| 30D | +27.6% | +25.9% | +1.7% | +25.2% |
| 3M | +15.3% | +15.8% | -0.4% | +14.1% |
| 6M | +96.4% | +48.1% | +48.3% | +93.6% |
| YTD | +19.6% | +22.0% | -2.4% | +15.9% |
| 1Y | +42.1% | +18.0% | +24.1% | +40.5% |
| All | +42.1% | +15.3% | +26.8% | +40.5% |
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