+31.4%
ALB vs ALLE
+222.4%
-191.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.5% |
| 7D | +9.1% | -0.6% | +9.6% | +9.3% |
| 30D | -3.4% | +25.3% | -28.7% | -18.3% |
| 3M | -20.6% | +10.3% | -30.9% | -26.7% |
| 6M | -48.2% | +38.0% | -86.2% | -59.8% |
| YTD | -29.2% | +17.8% | -47.0% | -39.4% |
| 1Y | +10.0% | +13.6% | -3.6% | -3.3% |
| 3Y | -12.9% | +89.2% | -102.1% | -47.6% |
| 5Y | -61.3% | +51.1% | -112.3% | -73.0% |
| All | +31.4% | +222.4% | -191.0% | -39.1% |
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