+45.0%
AA vs ALLE
+217.2%
-172.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.0% |
| 7D | +1.2% | +0.1% | +1.2% | +1.3% |
| 30D | -5.0% | +25.9% | -30.9% | -20.0% |
| 3M | -22.2% | +14.9% | -37.1% | -30.3% |
| 6M | -36.3% | +42.1% | -78.4% | -51.8% |
| YTD | -24.2% | +20.4% | -44.6% | -36.1% |
| 1Y | +3.9% | +14.9% | -11.0% | -9.2% |
| 3Y | +67.6% | +90.1% | -22.5% | -1.9% |
| 5Y | -8.8% | +53.0% | -61.8% | -38.3% |
| 10Y | +45.0% | +208.8% | -163.9% | -33.8% |
| All | +45.0% | +217.2% | -172.3% | -33.8% |
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