+336.8%
AFL vs ALLE
+224.6%
+112.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.3% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | +10.0% | +25.3% | -15.3% | -1.0% |
| 3M | -1.6% | +10.3% | -11.8% | -6.3% |
| 6M | +10.5% | +38.0% | -27.5% | -5.9% |
| YTD | +14.3% | +17.8% | -3.5% | +3.8% |
| 1Y | +11.4% | +13.6% | -2.2% | +2.9% |
| 3Y | +62.4% | +89.2% | -26.8% | +11.3% |
| 5Y | +144.8% | +51.1% | +93.7% | +84.4% |
| All | +336.8% | +224.6% | +112.2% | +144.8% |
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