-69.4%
U vs ALLE
+13.7%
-83.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -2.0% |
| 7D | -3.8% | -0.2% | -3.6% | -3.6% |
| 30D | +17.5% | -6.8% | +24.2% | +25.4% |
| 3M | +38.7% | +21.0% | +17.7% | +13.3% |
| 6M | +104.4% | +1.1% | +103.3% | +96.9% |
| YTD | -5.7% | -0.5% | -5.1% | -9.9% |
| 1Y | +3.7% | -7.3% | +10.9% | +6.5% |
| 3Y | +12.3% | +42.3% | -29.9% | -33.7% |
| All | -69.4% | +13.7% | -83.2% | -79.4% |
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