+40.9%
ALLE vs CAI
-5.3%
+46.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.4% | +2.7% |
| 7D | -0.6% | -20.3% | +19.7% | +0.9% |
| 30D | +26.6% | -13.9% | +40.5% | +27.7% |
| 3M | +13.2% | +12.4% | +0.7% | +11.4% |
| 6M | +42.9% | +58.3% | -15.5% | +36.1% |
| YTD | +21.0% | -5.2% | +26.3% | +17.7% |
| 1Y | +15.2% | -0.2% | +15.3% | +11.6% |
| All | +40.9% | -5.3% | +46.2% | +39.4% |
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