+825.8%
V vs ALLE
+331.3%
+494.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -1.9% |
| 7D | +2.9% | 0.0% | +2.9% | +3.0% |
| 30D | +14.0% | +20.6% | -6.6% | +4.4% |
| 3M | +14.9% | +11.4% | +3.5% | +9.0% |
| 6M | +31.7% | +42.5% | -10.8% | +10.7% |
| YTD | +21.2% | +18.9% | +2.3% | +9.7% |
| 1Y | +25.3% | +14.2% | +11.1% | +15.6% |
| 3Y | +77.5% | +90.7% | -13.2% | +23.0% |
| 5Y | +102.6% | +52.5% | +50.1% | +53.7% |
| 10Y | +464.3% | +231.2% | +233.1% | +176.5% |
| All | +825.8% | +331.3% | +494.4% | +301.6% |
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