+42.0%
ALLE vs CAI
-14.7%
+56.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.3% |
| 7D | +3.6% | -8.7% | +12.2% | +4.2% |
| 30D | +25.9% | -23.8% | +49.7% | +28.1% |
| 3M | +15.8% | +3.9% | +11.9% | +14.6% |
| 6M | +48.1% | +56.8% | -8.8% | +41.3% |
| YTD | +22.0% | -14.6% | +36.6% | +19.5% |
| 1Y | +18.0% | -5.2% | +23.2% | +14.8% |
| All | +42.0% | -14.7% | +56.6% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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