+721.7%
V vs ALLE
+260.9%
+460.8%
-36.4%
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% | -1.4% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | +2.0% | -6.8% | +8.8% | +5.2% |
| 3M | +17.4% | +21.0% | -3.7% | +6.7% |
| 6M | +17.5% | +1.1% | +16.4% | +15.6% |
| YTD | +7.6% | -0.5% | +8.1% | +6.0% |
| 1Y | +7.7% | -7.3% | +15.0% | +9.5% |
| 3Y | +54.7% | +42.3% | +12.4% | +23.6% |
| 5Y | +73.0% | +13.5% | +59.6% | +52.2% |
| 10Y | +390.9% | +144.0% | +246.8% | +178.3% |
| All | +721.7% | +260.9% | +460.8% | +287.8% |
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