+219.2%
ALLE vs ALM
+2,022.9%
-1,803.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.1% | -1.0% |
| 7D | -0.6% | -6.7% | +6.1% | -0.4% |
| 30D | +25.3% | -32.9% | +58.2% | +26.2% |
| 3M | +10.3% | -39.5% | +49.8% | +11.2% |
| 6M | +38.0% | -62.0% | +100.0% | +40.0% |
| YTD | +17.8% | -7.8% | +25.6% | +17.5% |
| 1Y | +13.6% | +26.7% | -13.1% | +12.8% |
| 3Y | +89.2% | +825.4% | -736.2% | +80.6% |
| 5Y | +51.1% | +401.2% | -350.2% | +44.4% |
| All | +219.2% | +2,022.9% | -1,803.7% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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