+208.8%
ALLE vs CAPR
-68.2%
+277.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.9% | +9.4% | -0.5% |
| 7D | +0.1% | +7.6% | -7.6% | 0.0% |
| 30D | +25.9% | +13.3% | +12.6% | +25.7% |
| 3M | +14.9% | +130.4% | -115.5% | +13.8% |
| 6M | +42.1% | -70.8% | +112.9% | +42.7% |
| YTD | +20.4% | -69.3% | +89.6% | +20.7% |
| 1Y | +14.9% | +59.5% | -44.7% | +10.8% |
| 3Y | +90.1% | +216.8% | -126.7% | +78.0% |
| 5Y | +53.0% | +152.7% | -99.7% | +42.5% |
| 10Y | +208.8% | -68.2% | +277.0% | +175.6% |
| All | +208.8% | -68.2% | +277.0% | +175.6% |
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