+299.5%
AFL vs ALLE
+146.0%
+153.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.9% |
| 7D | -2.1% | -2.2% | 0.0% | -1.2% |
| 30D | -5.4% | -8.3% | +2.9% | -1.8% |
| 3M | -0.3% | +16.3% | -16.5% | -7.8% |
| 6M | +5.2% | +1.8% | +3.4% | +3.0% |
| YTD | +5.7% | -3.9% | +9.6% | +5.8% |
| 1Y | +10.2% | -10.0% | +20.2% | +13.5% |
| 3Y | +63.4% | +45.8% | +17.6% | +27.1% |
| 5Y | +133.0% | +13.3% | +119.7% | +103.5% |
| 10Y | +299.5% | +155.3% | +144.3% | +144.0% |
| All | +299.5% | +146.0% | +153.6% | +144.0% |
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