+38.6%
ALB vs ALLE
+211.7%
-173.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -2.1% |
| 7D | -5.8% | +3.6% | -9.3% | -8.0% |
| 30D | -4.5% | +25.9% | -30.4% | -19.5% |
| 3M | -28.1% | +15.8% | -43.8% | -35.8% |
| 6M | -53.2% | +48.1% | -101.3% | -65.5% |
| YTD | -33.3% | +22.0% | -55.3% | -44.3% |
| 1Y | -17.4% | +18.0% | -35.5% | -29.3% |
| 3Y | -14.1% | +93.1% | -107.2% | -49.1% |
| 5Y | -64.0% | +52.1% | -116.1% | -75.1% |
| All | +38.6% | +211.7% | -173.1% | -36.1% |
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