-54.1%
Z vs ALLE
+51.8%
-106.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.9% | -7.8% | -8.6% |
| 7D | -2.3% | 0.0% | -2.3% | -1.9% |
| 30D | +9.4% | +20.6% | -11.2% | -4.1% |
| 3M | -16.1% | +11.4% | -27.5% | -22.1% |
| 6M | -30.4% | +42.5% | -73.0% | -46.7% |
| YTD | -55.6% | +18.9% | -74.5% | -61.9% |
| 1Y | -58.5% | +14.2% | -72.7% | -63.2% |
| 3Y | -19.6% | +90.7% | -110.3% | -54.9% |
| 5Y | -54.1% | +52.5% | -106.6% | -70.4% |
| All | -54.1% | +51.8% | -106.0% | -70.4% |
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 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