+16.6%
AGG vs ALLE
+212.2%
-195.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -0.6% | -0.8% | +0.3% | -0.5% |
| 30D | +1.2% | +27.4% | -26.1% | +0.5% |
| 3M | -0.8% | +13.8% | -14.7% | -1.2% |
| 6M | -1.4% | +45.5% | -46.9% | -2.6% |
| YTD | -1.1% | +21.4% | -22.5% | -1.8% |
| 1Y | -1.0% | +15.4% | -16.4% | -1.6% |
| 3Y | +14.1% | +91.7% | -77.6% | +12.0% |
| 5Y | -1.3% | +54.5% | -55.8% | -3.2% |
| 10Y | +16.6% | +210.5% | -193.9% | +15.1% |
| All | +16.6% | +212.2% | -195.5% | +15.1% |
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