+32.9%
W vs ALLE
+42.6%
-9.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.4% |
| 7D | -4.2% | -0.2% | -3.9% | -3.8% |
| 30D | -7.6% | -6.8% | -0.8% | +0.4% |
| 3M | +37.2% | +21.0% | +16.1% | +9.6% |
| 6M | +26.3% | +1.1% | +25.2% | +24.3% |
| YTD | -1.0% | -0.5% | -0.4% | -4.5% |
| 1Y | +20.1% | -7.3% | +27.3% | +26.9% |
| All | +32.9% | +42.6% | -9.6% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling