-28.6%
U vs ALLE
+94.7%
-123.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.9% | +17.8% | +17.0% |
| 7D | +24.3% | 0.0% | +24.2% | +23.8% |
| 30D | +8.6% | +20.6% | -12.0% | -6.5% |
| 3M | +37.6% | +11.4% | +26.2% | +25.4% |
| 6M | +78.5% | +42.5% | +35.9% | +33.3% |
| YTD | +10.5% | +18.9% | -8.4% | -7.3% |
| 1Y | +15.2% | +14.2% | +1.0% | +0.1% |
| 3Y | +76.6% | +90.7% | -14.1% | -3.0% |
| 5Y | -67.9% | +52.5% | -120.4% | -81.5% |
| All | -28.6% | +94.7% | -123.3% | -52.7% |
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