+342.5%
AFL vs ALLE
+211.7%
+130.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | +2.9% | +3.6% | -0.7% | +1.2% |
| 30D | +8.0% | +25.9% | -17.9% | -3.0% |
| 3M | +5.9% | +15.8% | -9.8% | -1.4% |
| 6M | +11.6% | +48.1% | -36.4% | -8.0% |
| YTD | +17.5% | +22.0% | -4.4% | +5.1% |
| 1Y | +13.3% | +18.0% | -4.8% | +2.9% |
| 3Y | +67.0% | +93.1% | -26.1% | +13.6% |
| 5Y | +150.6% | +52.1% | +98.6% | +89.3% |
| All | +342.5% | +211.7% | +130.8% | +150.4% |
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