+145.1%
ALLE vs CAPR
-75.6%
+220.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.0% |
| 7D | -0.2% | -2.0% | +1.8% | -0.2% |
| 30D | -6.8% | +139.2% | -146.0% | -7.7% |
| 3M | +21.0% | -66.4% | +87.4% | +21.5% |
| 6M | +1.1% | -63.1% | +64.2% | +1.3% |
| YTD | -0.5% | -67.4% | +66.9% | -0.3% |
| 1Y | -7.3% | +58.2% | -65.5% | -10.5% |
| 3Y | +42.3% | +42.2% | 0.0% | +34.7% |
| 5Y | +13.5% | +87.3% | -73.8% | +6.2% |
| All | +145.1% | -75.6% | +220.8% | +123.1% |
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