+400.5%
AGI vs ALLE
+146.0%
+254.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.8% |
| 7D | +2.2% | -2.2% | +4.4% | +2.6% |
| 30D | +11.3% | -8.3% | +19.6% | +12.8% |
| 3M | +5.6% | +16.3% | -10.6% | +3.1% |
| 6M | -27.7% | +1.8% | -29.5% | -28.0% |
| YTD | -4.1% | -3.9% | -0.1% | -3.7% |
| 1Y | +13.8% | -10.0% | +23.8% | +15.1% |
| 3Y | +217.0% | +45.8% | +171.2% | +198.1% |
| 5Y | +404.3% | +13.3% | +391.1% | +378.7% |
| 10Y | +400.5% | +155.3% | +245.2% | +320.7% |
| All | +400.5% | +146.0% | +254.5% | +320.7% |
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