+34.4%
ACI vs ALLE
+110.7%
-76.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +9.5% | +25.9% | -16.4% | +6.6% |
| 3M | +10.1% | +14.9% | -4.8% | +8.2% |
| 6M | -15.4% | +42.1% | -57.5% | -19.4% |
| YTD | -19.5% | +20.4% | -39.9% | -21.3% |
| 1Y | -21.0% | +14.9% | -35.8% | -22.1% |
| 3Y | -31.2% | +90.1% | -121.3% | -38.5% |
| 5Y | -40.6% | +53.0% | -93.6% | -46.0% |
| All | +34.4% | +110.7% | -76.3% | +20.7% |
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