+208.8%
ALLE vs CHD
+180.1%
+28.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +0.1% | +2.4% | -2.3% | -0.7% |
| 30D | +25.9% | +13.9% | +12.0% | +20.8% |
| 3M | +14.9% | +8.5% | +6.4% | +11.9% |
| 6M | +42.1% | +20.4% | +21.7% | +33.7% |
| YTD | +20.4% | +34.5% | -14.2% | +9.3% |
| 1Y | +14.9% | +33.8% | -18.9% | +4.4% |
| 3Y | +90.1% | +29.1% | +61.0% | +72.1% |
| 5Y | +53.0% | +31.2% | +21.7% | +35.5% |
| 10Y | +208.8% | +193.1% | +15.7% | +118.4% |
| All | +208.8% | +180.1% | +28.7% | +118.4% |
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