+215.3%
ALLE vs ALM
+2,100.8%
-1,885.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.7% | +0.9% |
| 7D | +3.6% | +1.2% | +2.3% | +3.5% |
| 30D | +25.9% | -19.3% | +45.2% | +26.3% |
| 3M | +15.8% | -40.6% | +56.4% | +16.7% |
| 6M | +48.1% | -57.9% | +106.0% | +50.0% |
| YTD | +22.0% | -6.7% | +28.7% | +21.7% |
| 1Y | +18.0% | +20.2% | -2.1% | +17.2% |
| 3Y | +93.1% | +879.4% | -786.4% | +83.8% |
| 5Y | +52.1% | +415.3% | -363.2% | +45.1% |
| All | +215.3% | +2,100.8% | -1,885.5% | +196.8% |
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