+366.5%
ALL vs ALLE
+144.1%
+222.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.7% |
| 7D | 0.0% | -0.2% | +0.3% | +0.1% |
| 30D | -1.5% | -6.8% | +5.3% | +1.1% |
| 3M | +23.6% | +21.0% | +2.6% | +14.2% |
| 6M | +22.3% | +1.1% | +21.2% | +20.7% |
| YTD | +26.5% | -0.5% | +27.1% | +24.9% |
| 1Y | +27.0% | -7.3% | +34.3% | +28.8% |
| 3Y | +149.6% | +42.3% | +107.3% | +106.2% |
| 5Y | +118.1% | +13.5% | +104.6% | +95.3% |
| All | +366.5% | +144.1% | +222.4% | +217.1% |
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