+126.1%
ALLE vs ALC
+30.4%
+95.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | -0.4% |
| 7D | +3.6% | -1.1% | +4.6% | +4.0% |
| 30D | +25.9% | +16.0% | +9.8% | +18.1% |
| 3M | +15.8% | +0.8% | +14.9% | +15.1% |
| 6M | +48.1% | +16.8% | +31.2% | +37.8% |
| YTD | +22.0% | -5.5% | +27.5% | +23.0% |
| 1Y | +18.0% | -5.3% | +23.3% | +18.8% |
| 3Y | +93.1% | +4.1% | +89.0% | +79.9% |
| 5Y | +52.1% | -7.1% | +59.1% | +46.8% |
| All | +126.1% | +30.4% | +95.7% | +66.5% |
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