+212.1%
ALLE vs ACM
+131.3%
+80.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +1.6% | +5.1% | -3.5% | -0.6% |
| 30D | +24.1% | +18.7% | +5.4% | +15.5% |
| 3M | +14.8% | +15.5% | -0.6% | +7.7% |
| 6M | +45.9% | +1.2% | +44.7% | +43.5% |
| YTD | +20.7% | -25.2% | +46.0% | +33.4% |
| 1Y | +14.2% | -46.3% | +60.5% | +45.7% |
| 3Y | +90.7% | -9.6% | +100.2% | +88.3% |
| 5Y | +50.6% | +4.4% | +46.2% | +39.0% |
| All | +212.1% | +131.3% | +80.8% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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