-53.4%
W vs ALLE
+55.0%
-108.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +1.1% |
| 7D | +3.3% | -0.6% | +3.9% | +4.6% |
| 30D | +10.5% | +26.6% | -16.1% | -19.5% |
| 3M | +9.6% | +13.2% | -3.5% | -7.9% |
| 6M | +76.4% | +42.9% | +33.5% | +8.7% |
| YTD | +16.4% | +21.0% | -4.6% | -14.3% |
| 1Y | +9.3% | +15.2% | -5.8% | -13.3% |
| 3Y | +172.8% | +95.6% | +77.2% | -1.0% |
| 5Y | -53.4% | +53.4% | -106.8% | -78.4% |
| All | -53.4% | +55.0% | -108.4% | -78.4% |
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 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