-71.5%
U vs ALLE
+53.5%
-125.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.6% |
| 7D | +24.4% | +0.1% | +24.3% | +23.7% |
| 30D | +7.4% | +25.9% | -18.5% | -15.0% |
| 3M | +16.8% | +14.9% | +1.9% | +0.5% |
| 6M | +78.8% | +42.1% | +36.7% | +22.5% |
| YTD | +14.0% | +20.4% | -6.4% | -11.0% |
| 1Y | +16.7% | +14.9% | +1.9% | -3.9% |
| 3Y | +86.4% | +90.1% | -3.7% | -22.6% |
| 5Y | -71.5% | +53.0% | -124.5% | -85.2% |
| All | -71.5% | +53.5% | -125.0% | -85.2% |
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