+22.2%
Z vs ALLE
+246.3%
-224.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.8% | +7.7% | +8.3% |
| 7D | +10.2% | +6.7% | +3.5% | +5.9% |
| 30D | +23.7% | +25.4% | -1.7% | +7.5% |
| 3M | -6.6% | +16.9% | -23.5% | -15.1% |
| 6M | -23.0% | +46.6% | -69.6% | -40.0% |
| YTD | -50.3% | +22.4% | -72.7% | -57.3% |
| 1Y | -53.6% | +17.7% | -71.3% | -59.1% |
| 3Y | -10.1% | +96.3% | -106.4% | -43.4% |
| 5Y | -49.8% | +57.4% | -107.2% | -64.1% |
| 10Y | -1.6% | +241.0% | -242.6% | -58.2% |
| All | +22.2% | +246.3% | -224.1% | -49.7% |
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