+156.3%
ACN vs ALLE
+233.6%
-77.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.1% | -3.7% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | +22.6% | +26.6% | -4.0% | +9.1% |
| 3M | +45.9% | +13.2% | +32.7% | +36.9% |
| 6M | +43.8% | +42.9% | +0.9% | +19.4% |
| YTD | -2.5% | +21.0% | -23.5% | -12.8% |
| 1Y | +6.5% | +15.2% | -8.7% | -2.4% |
| 3Y | -14.2% | +95.6% | -109.8% | -42.2% |
| 5Y | -24.4% | +53.4% | -77.8% | -42.9% |
| 10Y | +156.3% | +221.5% | -65.2% | +35.9% |
| All | +156.3% | +233.6% | -77.3% | +35.9% |
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