+219.2%
ALLE vs CAPR
-68.5%
+287.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -1.0% |
| 7D | -0.6% | +41.1% | -41.6% | -0.9% |
| 30D | +25.3% | +11.1% | +14.2% | +25.2% |
| 3M | +10.3% | +115.3% | -105.0% | +9.3% |
| 6M | +38.0% | -73.8% | +111.9% | +38.7% |
| YTD | +17.8% | -68.8% | +86.6% | +18.1% |
| 1Y | +13.6% | +43.3% | -29.7% | +9.8% |
| 3Y | +89.2% | +214.7% | -125.5% | +77.2% |
| 5Y | +51.1% | +141.3% | -90.2% | +40.9% |
| All | +219.2% | -68.5% | +287.7% | +186.5% |
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