+16.6%
AGG vs ALLE
+211.7%
-195.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -1.5% | +3.6% | -5.1% | -1.6% |
| 30D | +0.6% | +25.9% | -25.2% | -0.1% |
| 3M | -1.6% | +15.8% | -17.4% | -2.1% |
| 6M | -1.6% | +48.1% | -49.7% | -2.8% |
| YTD | -1.5% | +22.0% | -23.5% | -2.2% |
| 1Y | -1.1% | +18.0% | -19.1% | -1.7% |
| 3Y | +13.6% | +93.1% | -79.5% | +11.5% |
| 5Y | -1.7% | +52.1% | -53.8% | -3.6% |
| All | +16.6% | +211.7% | -195.1% | +15.2% |
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