+71.7%
AG vs ALLE
+233.6%
-161.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.9% | +3.8% |
| 7D | +10.8% | -0.6% | +11.5% | +11.1% |
| 30D | -8.2% | +26.6% | -34.8% | -15.3% |
| 3M | -13.7% | +13.2% | -26.9% | -17.4% |
| 6M | -27.3% | +42.9% | -70.2% | -35.7% |
| YTD | -4.6% | +21.0% | -25.6% | -10.8% |
| 1Y | +39.4% | +15.2% | +24.2% | +32.3% |
| 3Y | +244.1% | +95.6% | +148.5% | +177.6% |
| 5Y | +16.8% | +53.4% | -36.6% | -1.8% |
| 10Y | +71.7% | +221.5% | -149.8% | +40.4% |
| All | +71.7% | +233.6% | -161.9% | +40.4% |
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