+196.2%
W vs ALLE
+343.9%
-147.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.5% |
| 7D | -3.6% | -0.6% | -3.0% | -2.9% |
| 30D | +7.0% | +25.3% | -18.4% | -14.7% |
| 3M | +7.4% | +10.3% | -2.9% | -3.2% |
| 6M | +69.3% | +38.0% | +31.3% | +23.2% |
| YTD | +11.3% | +17.8% | -6.5% | -7.7% |
| 1Y | +13.2% | +13.6% | -0.4% | -2.4% |
| 3Y | +142.0% | +89.2% | +52.8% | +32.6% |
| 5Y | -54.6% | +51.1% | -105.7% | -68.2% |
| 10Y | +243.7% | +228.1% | +15.6% | +39.0% |
| All | +196.2% | +343.9% | -147.6% | +20.0% |
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