+212.1%
ALLE vs CHD
+191.9%
+20.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +24.1% | +11.6% | +12.5% | +19.8% |
| 3M | +14.8% | +10.7% | +4.1% | +11.1% |
| 6M | +45.9% | +20.2% | +25.6% | +37.3% |
| YTD | +20.7% | +34.5% | -13.8% | +9.6% |
| 1Y | +14.2% | +32.6% | -18.4% | +4.1% |
| 3Y | +90.7% | +29.1% | +61.6% | +72.6% |
| 5Y | +50.6% | +31.5% | +19.0% | +33.2% |
| All | +212.1% | +191.9% | +20.2% | +121.2% |
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