+53.6%
AA vs ALLE
+233.6%
-180.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +3.0% | +3.9% |
| 7D | +4.8% | -0.6% | +5.4% | +5.4% |
| 30D | -0.6% | +26.6% | -27.3% | -16.7% |
| 3M | -16.3% | +13.2% | -29.4% | -24.2% |
| 6M | -33.4% | +42.9% | -76.3% | -49.7% |
| YTD | -20.7% | +21.0% | -41.7% | -33.4% |
| 1Y | +12.9% | +15.2% | -2.2% | -1.5% |
| 3Y | +75.7% | +95.6% | -19.9% | +0.7% |
| 5Y | -6.8% | +53.4% | -60.2% | -37.0% |
| 10Y | +53.6% | +221.5% | -167.9% | -30.4% |
| All | +53.6% | +233.6% | -180.0% | -30.4% |
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