+219.2%
ALLE vs ACM
+155.0%
+64.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -0.6% | +5.4% | -5.9% | -2.7% |
| 30D | +25.3% | +15.1% | +10.2% | +18.5% |
| 3M | +10.3% | -10.5% | +20.7% | +14.6% |
| 6M | +38.0% | -19.7% | +57.7% | +49.0% |
| YTD | +17.8% | -28.8% | +46.6% | +32.3% |
| 1Y | +13.6% | -47.9% | +61.5% | +45.3% |
| 3Y | +89.2% | -12.4% | +101.6% | +89.7% |
| 5Y | +51.1% | +0.6% | +50.5% | +42.6% |
| All | +219.2% | +155.0% | +64.2% | +113.7% |
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