+32.6%
ACI vs ALLE
+112.5%
-79.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -5.3% | -0.8% | -4.5% | -5.2% |
| 30D | +5.0% | +27.4% | -22.3% | +2.0% |
| 3M | +7.5% | +13.8% | -6.3% | +5.7% |
| 6M | -16.0% | +45.5% | -61.5% | -20.3% |
| YTD | -20.6% | +21.4% | -42.0% | -22.5% |
| 1Y | -23.5% | +15.4% | -38.9% | -24.6% |
| 3Y | -32.1% | +91.7% | -123.8% | -39.4% |
| 5Y | -42.5% | +54.5% | -97.0% | -47.9% |
| All | +32.6% | +112.5% | -79.9% | +18.9% |
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