+24.7%
Z vs ALLE
+181.4%
-156.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | -3.7% | +21.0% | -24.7% | -15.4% |
| 6M | -24.5% | +1.1% | -25.6% | -26.1% |
| YTD | -49.3% | -0.5% | -48.8% | -50.5% |
| 1Y | -58.7% | -7.3% | -51.4% | -57.8% |
| 3Y | -34.1% | +42.3% | -76.4% | -49.4% |
| 5Y | -64.5% | +13.5% | -78.0% | -69.3% |
| 10Y | -0.5% | +144.0% | -144.5% | -47.6% |
| All | +24.7% | +181.4% | -156.7% | -41.7% |
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