-67.1%
AAL vs ALLE
+222.4%
-289.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.6% |
| 7D | +4.6% | -0.6% | +5.2% | +5.2% |
| 30D | +2.6% | +25.3% | -22.8% | -13.5% |
| 3M | -17.8% | +10.3% | -28.1% | -23.8% |
| 6M | +1.9% | +38.0% | -36.2% | -21.1% |
| YTD | -14.0% | +17.8% | -31.8% | -26.0% |
| 1Y | +0.2% | +13.6% | -13.4% | -11.4% |
| 3Y | +13.0% | +89.2% | -76.2% | -35.0% |
| 5Y | -39.6% | +51.1% | -90.7% | -59.3% |
| All | -67.1% | +222.4% | -289.6% | -86.9% |
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