-68.6%
AAL vs ALLE
+211.7%
-280.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.8% |
| 7D | -0.1% | +3.6% | -3.6% | -2.5% |
| 30D | +11.7% | +25.9% | -14.2% | -6.0% |
| 3M | -12.5% | +15.8% | -28.3% | -21.8% |
| 6M | +3.6% | +48.1% | -44.5% | -23.8% |
| YTD | -14.1% | +22.0% | -36.1% | -27.9% |
| 1Y | +0.8% | +18.0% | -17.3% | -13.4% |
| 3Y | +11.8% | +93.1% | -81.3% | -36.6% |
| 5Y | -35.1% | +52.1% | -87.2% | -56.3% |
| All | -68.6% | +211.7% | -280.3% | -87.3% |
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