+225.2%
ACWI vs ALLE
+211.7%
+13.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +2.4% | +3.6% | -1.1% | +1.1% |
| 30D | -1.7% | +25.9% | -27.6% | -10.4% |
| 3M | -3.9% | +15.8% | -19.7% | -9.7% |
| 6M | +0.8% | +48.1% | -47.3% | -14.8% |
| YTD | +11.0% | +22.0% | -10.9% | +0.9% |
| 1Y | +13.1% | +18.0% | -4.9% | +4.1% |
| 3Y | +73.9% | +93.1% | -19.2% | +26.6% |
| 5Y | +59.0% | +52.1% | +7.0% | +25.9% |
| All | +225.2% | +211.7% | +13.6% | +95.3% |
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