-53.6%
Z vs ALLE
+18.6%
-72.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.8% | +7.7% | +8.9% |
| 7D | +10.2% | +6.7% | +3.5% | +8.2% |
| 30D | +23.7% | +25.4% | -1.7% | +16.1% |
| 3M | -6.6% | +16.9% | -23.5% | -11.6% |
| 6M | -23.0% | +46.6% | -69.6% | -28.1% |
| YTD | -50.3% | +22.4% | -72.7% | -55.2% |
| 1Y | -53.6% | +17.7% | -71.3% | -56.5% |
| All | -53.6% | +18.6% | -72.1% | -56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling