+308.7%
A vs ALLE
+217.2%
+91.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.0% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +4.3% | +25.9% | -21.6% | -7.3% |
| 3M | +19.8% | +14.9% | +4.9% | +11.2% |
| 6M | +54.4% | +42.1% | +12.3% | +28.5% |
| YTD | +31.7% | +20.4% | +11.3% | +17.8% |
| 1Y | +22.4% | +14.9% | +7.6% | +12.2% |
| 3Y | +67.7% | +90.1% | -22.4% | +17.9% |
| 5Y | +15.7% | +53.0% | -37.2% | -11.4% |
| 10Y | +308.7% | +208.8% | +99.9% | +118.4% |
| All | +308.7% | +217.2% | +91.5% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling