+533.2%
XYZ vs ALLE
+169.5%
+363.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.5% |
| 7D | -1.0% | -0.2% | -0.7% | -0.7% |
| 30D | -1.7% | -6.8% | +5.1% | +3.7% |
| 3M | +16.7% | +21.0% | -4.3% | -0.2% |
| 6M | +26.9% | +1.1% | +25.8% | +23.7% |
| YTD | +27.1% | -0.5% | +27.7% | +24.1% |
| 1Y | +9.3% | -7.3% | +16.5% | +12.3% |
| 3Y | +42.3% | +42.3% | 0.0% | +0.2% |
| 5Y | -69.3% | +13.5% | -82.8% | -74.2% |
| 10Y | +586.8% | +144.0% | +442.8% | +242.2% |
| All | +533.2% | +169.5% | +363.7% | +201.4% |
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