+41.6%
AA vs ALLE
+211.7%
-170.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.5% |
| 7D | +0.5% | +3.6% | -3.0% | -1.8% |
| 30D | -0.6% | +25.9% | -26.5% | -16.3% |
| 3M | -19.7% | +15.8% | -35.4% | -28.4% |
| 6M | -41.6% | +48.1% | -89.7% | -57.0% |
| YTD | -24.6% | +22.0% | -46.6% | -37.1% |
| 1Y | +4.9% | +18.0% | -13.2% | -10.2% |
| 3Y | +66.8% | +93.1% | -26.2% | -3.4% |
| 5Y | -19.4% | +52.1% | -71.5% | -45.1% |
| All | +41.6% | +211.7% | -170.1% | -36.8% |
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