+363.8%
ALL vs ALLE
+233.6%
+130.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.4% |
| 7D | -3.9% | -0.6% | -3.2% | -3.6% |
| 30D | +10.6% | +26.6% | -16.0% | +1.0% |
| 3M | -4.6% | +13.2% | -17.7% | -9.2% |
| 6M | +20.2% | +42.9% | -22.7% | +3.9% |
| YTD | +23.7% | +21.0% | +2.7% | +13.1% |
| 1Y | +27.9% | +15.2% | +12.7% | +19.3% |
| 3Y | +109.2% | +95.6% | +13.6% | +51.3% |
| 5Y | +148.0% | +53.4% | +94.6% | +95.3% |
| 10Y | +363.8% | +221.5% | +142.3% | +188.8% |
| All | +363.8% | +233.6% | +130.1% | +188.8% |
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