+40.8%
ALB vs ALLE
+233.6%
-192.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -2.0% |
| 7D | +9.5% | -0.6% | +10.1% | +9.8% |
| 30D | -2.1% | +26.6% | -28.7% | -17.8% |
| 3M | -24.1% | +13.2% | -37.3% | -31.2% |
| 6M | -51.0% | +42.9% | -93.9% | -62.9% |
| YTD | -29.3% | +21.0% | -50.4% | -40.6% |
| 1Y | +3.2% | +15.2% | -12.0% | -10.1% |
| 3Y | -9.3% | +95.6% | -104.9% | -46.8% |
| 5Y | -61.6% | +53.4% | -115.0% | -73.6% |
| 10Y | +40.8% | +221.5% | -180.7% | -36.3% |
| All | +40.8% | +233.6% | -192.8% | -36.3% |
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