+102.6%
V vs ALLE
+51.8%
+50.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.3% |
| 7D | +2.9% | 0.0% | +2.9% | +3.0% |
| 30D | +14.0% | +20.6% | -6.6% | +7.5% |
| 3M | +14.9% | +11.4% | +3.5% | +10.9% |
| 6M | +31.7% | +42.5% | -10.8% | +17.1% |
| YTD | +21.2% | +18.9% | +2.3% | +13.5% |
| 1Y | +25.3% | +14.2% | +11.1% | +19.0% |
| 3Y | +77.5% | +90.7% | -13.2% | +35.5% |
| 5Y | +102.6% | +52.5% | +50.1% | +68.2% |
| All | +102.6% | +51.8% | +50.7% | +68.2% |
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