+66.2%
XYZ vs ALLE
+92.8%
-26.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -3.1% |
| 7D | +12.6% | +0.1% | +12.5% | +12.7% |
| 30D | +10.8% | +25.9% | -15.1% | -0.6% |
| 3M | +8.4% | +14.9% | -6.5% | +1.5% |
| 6M | +14.3% | +42.1% | -27.8% | -4.0% |
| YTD | +31.5% | +20.4% | +11.1% | +18.5% |
| 1Y | +28.1% | +14.9% | +13.3% | +18.8% |
| 3Y | +66.2% | +90.1% | -23.9% | +9.5% |
| All | +66.2% | +92.8% | -26.6% | +9.5% |
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