-39.0%
U vs ALLE
+62.9%
-102.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.7% |
| 7D | -3.8% | -0.2% | -3.6% | -3.7% |
| 30D | +17.5% | -6.8% | +24.2% | +23.7% |
| 3M | +38.7% | +21.0% | +17.7% | +18.7% |
| 6M | +104.4% | +1.1% | +103.3% | +99.0% |
| YTD | -5.7% | -0.5% | -5.1% | -8.6% |
| 1Y | +3.7% | -7.3% | +10.9% | +6.4% |
| 3Y | +12.3% | +42.3% | -29.9% | -21.5% |
| 5Y | -68.8% | +13.5% | -82.3% | -80.1% |
| All | -39.0% | +62.9% | -102.0% | -53.4% |
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 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