+219.2%
ALLE vs ALK
-41.7%
+260.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -1.1% |
| 7D | -0.6% | +9.0% | -9.6% | -3.1% |
| 30D | +25.3% | -1.6% | +27.0% | +25.6% |
| 3M | +10.3% | -23.2% | +33.5% | +18.1% |
| 6M | +38.0% | -3.9% | +41.9% | +37.8% |
| YTD | +17.8% | -22.6% | +40.4% | +22.9% |
| 1Y | +13.6% | -5.3% | +18.9% | +11.5% |
| 3Y | +89.2% | +18.6% | +70.6% | +61.5% |
| 5Y | +51.1% | -34.4% | +85.4% | +51.7% |
| All | +219.2% | -41.7% | +260.9% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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