+118.3%
ALLE vs ALC
+31.8%
+86.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | 0.0% |
| 7D | -0.6% | +4.9% | -5.4% | -2.7% |
| 30D | +25.3% | +19.0% | +6.4% | +16.3% |
| 3M | +10.3% | +7.8% | +2.5% | +6.6% |
| 6M | +38.0% | +14.6% | +23.5% | +29.5% |
| YTD | +17.8% | -4.4% | +22.2% | +18.3% |
| 1Y | +13.6% | +1.4% | +12.2% | +10.8% |
| 3Y | +89.2% | +2.5% | +86.7% | +77.9% |
| 5Y | +51.1% | -10.9% | +62.0% | +49.1% |
| All | +118.3% | +31.8% | +86.5% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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