+151.4%
ACN vs ALLE
+212.2%
-60.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.3% |
| 7D | -4.0% | -0.8% | -3.2% | -3.7% |
| 30D | +19.0% | +27.4% | -8.4% | +5.5% |
| 3M | +42.2% | +13.8% | +28.3% | +33.1% |
| 6M | +50.1% | +45.5% | +4.6% | +23.5% |
| YTD | -2.7% | +21.4% | -24.1% | -13.2% |
| 1Y | +7.6% | +15.4% | -7.8% | -1.5% |
| 3Y | -15.9% | +91.7% | -107.6% | -42.7% |
| 5Y | -24.4% | +54.5% | -78.9% | -43.1% |
| 10Y | +151.4% | +210.5% | -59.2% | +38.5% |
| All | +151.4% | +212.2% | -60.8% | +38.5% |
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