-58.5%
Z vs ALLE
+14.6%
-73.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.9% | -7.8% | -9.6% |
| 7D | -2.3% | 0.0% | -2.3% | -2.0% |
| 30D | +9.4% | +20.6% | -11.2% | +4.0% |
| 3M | -16.1% | +11.4% | -27.5% | -19.6% |
| 6M | -30.4% | +42.5% | -73.0% | -34.3% |
| YTD | -55.6% | +18.9% | -74.5% | -59.5% |
| 1Y | -58.5% | +14.2% | -72.7% | -60.6% |
| All | -58.5% | +14.6% | -73.1% | -60.6% |
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