-34.0%
Z vs ALLE
+42.6%
-76.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.7% |
| 7D | -3.0% | -0.2% | -2.8% | -2.8% |
| 30D | -4.2% | -6.8% | +2.6% | -0.3% |
| 3M | -3.7% | +21.0% | -24.7% | -14.6% |
| 6M | -24.5% | +1.1% | -25.6% | -25.1% |
| YTD | -49.3% | -0.5% | -48.8% | -50.2% |
| 1Y | -58.7% | -7.3% | -51.4% | -57.2% |
| All | -34.0% | +42.6% | -76.5% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling