+71.9%
AG vs ALLE
+217.2%
-145.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.3% | -5.7% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | -13.5% | +25.9% | -39.5% | -20.2% |
| 3M | -20.7% | +14.9% | -35.6% | -24.5% |
| 6M | -31.5% | +42.1% | -73.6% | -39.5% |
| YTD | -10.1% | +20.4% | -30.5% | -16.0% |
| 1Y | +26.0% | +14.9% | +11.1% | +19.7% |
| 3Y | +228.9% | +90.1% | +138.8% | +166.8% |
| 5Y | +8.7% | +53.0% | -44.3% | -8.6% |
| 10Y | +71.9% | +208.8% | -136.9% | +33.4% |
| All | +71.9% | +217.2% | -145.3% | +33.4% |
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