+212.1%
ALLE vs CAPR
-63.2%
+275.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.7% | +8.2% | -0.5% |
| 7D | +1.6% | +19.1% | -17.5% | +1.4% |
| 30D | +24.1% | +48.8% | -24.7% | +23.6% |
| 3M | +14.8% | +144.4% | -129.6% | +13.6% |
| 6M | +45.9% | -67.5% | +113.4% | +46.3% |
| YTD | +20.7% | -64.5% | +85.3% | +20.9% |
| 1Y | +14.2% | +74.4% | -60.3% | +10.0% |
| 3Y | +90.7% | +265.7% | -175.0% | +78.2% |
| 5Y | +50.6% | +196.0% | -145.4% | +40.0% |
| All | +212.1% | -63.2% | +275.3% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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