-68.9%
XYZ vs ALLE
+13.7%
-82.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.6% |
| 7D | -1.0% | -0.2% | -0.7% | -0.7% |
| 30D | -1.7% | -6.8% | +5.1% | +4.5% |
| 3M | +16.7% | +21.0% | -4.3% | -2.7% |
| 6M | +26.9% | +1.1% | +25.8% | +23.5% |
| YTD | +27.1% | -0.5% | +27.7% | +23.4% |
| 1Y | +9.3% | -7.3% | +16.5% | +12.9% |
| 3Y | +42.3% | +42.3% | 0.0% | -12.8% |
| All | -68.9% | +13.7% | -82.6% | -80.0% |
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 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