+15.1%
AGG vs ALLE
+146.0%
-130.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | -0.2% |
| 7D | -0.2% | -2.2% | +2.0% | -0.1% |
| 30D | -0.2% | -8.3% | +8.1% | 0.0% |
| 3M | -0.7% | +16.3% | -17.0% | -1.1% |
| 6M | -1.8% | +1.8% | -3.6% | -1.9% |
| YTD | -0.6% | -3.9% | +3.4% | -0.6% |
| 1Y | +0.4% | -10.0% | +10.4% | +0.5% |
| 3Y | +13.2% | +45.8% | -32.7% | +11.9% |
| 5Y | -2.0% | +13.3% | -15.2% | -3.2% |
| 10Y | +15.1% | +155.3% | -140.2% | +14.4% |
| All | +15.1% | +146.0% | -130.9% | +14.4% |
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