+221.5%
ALLE vs CHD
+181.4%
+40.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.0% | +2.2% |
| 7D | -0.6% | +0.8% | -1.4% | -0.9% |
| 30D | +26.6% | +13.5% | +13.2% | +21.7% |
| 3M | +13.2% | +8.1% | +5.0% | +10.4% |
| 6M | +42.9% | +19.9% | +23.0% | +34.7% |
| YTD | +21.0% | +34.0% | -13.0% | +10.2% |
| 1Y | +15.2% | +29.8% | -14.7% | +5.8% |
| 3Y | +95.6% | +28.7% | +66.9% | +77.6% |
| 5Y | +53.4% | +31.8% | +21.6% | +36.0% |
| 10Y | +221.5% | +178.2% | +43.3% | +140.0% |
| All | +221.5% | +181.4% | +40.1% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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