+200.6%
W vs ALLE
+348.1%
-147.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.9% | -5.4% | -5.5% |
| 7D | -5.6% | 0.0% | -5.7% | -5.5% |
| 30D | +7.5% | +20.6% | -13.1% | -11.1% |
| 3M | +5.4% | +11.4% | -6.0% | -5.9% |
| 6M | +79.4% | +42.5% | +36.8% | +26.6% |
| YTD | +12.9% | +18.9% | -6.0% | -7.2% |
| 1Y | +12.4% | +14.2% | -1.7% | -3.6% |
| 3Y | +128.5% | +90.7% | +37.8% | +24.2% |
| 5Y | -54.0% | +52.5% | -106.4% | -68.0% |
| 10Y | +248.8% | +231.2% | +17.5% | +39.8% |
| All | +200.6% | +348.1% | -147.5% | +20.7% |
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