-64.6%
XYZ vs ALLE
+51.8%
-116.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -1.6% |
| 7D | +9.2% | 0.0% | +9.2% | +9.4% |
| 30D | +9.8% | +20.6% | -10.8% | -7.2% |
| 3M | -0.2% | +11.4% | -11.6% | -9.7% |
| 6M | +18.0% | +42.5% | -24.6% | -15.9% |
| YTD | +29.1% | +18.9% | +10.2% | +6.4% |
| 1Y | +14.1% | +14.2% | -0.1% | -2.3% |
| 3Y | +72.6% | +90.7% | -18.1% | -23.9% |
| 5Y | -64.6% | +52.5% | -117.1% | -80.9% |
| All | -64.6% | +51.8% | -116.4% | -80.9% |
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