+36.3%
ALB vs ALLE
+212.2%
-175.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | +1.1% | -0.8% | +1.9% | +1.5% |
| 30D | -2.6% | +27.4% | -29.9% | -18.5% |
| 3M | -25.6% | +13.8% | -39.4% | -32.7% |
| 6M | -54.0% | +45.5% | -99.5% | -65.6% |
| YTD | -31.6% | +21.4% | -53.0% | -42.7% |
| 1Y | -6.6% | +15.4% | -21.9% | -18.7% |
| 3Y | -14.0% | +91.7% | -105.7% | -48.8% |
| 5Y | -62.5% | +54.5% | -117.1% | -74.3% |
| 10Y | +36.3% | +210.5% | -174.2% | -36.2% |
| All | +36.3% | +212.2% | -175.9% | -36.2% |
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