+338.5%
ALLE vs CHD
+294.6%
+43.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | -0.6% | +2.0% | -2.5% | -1.2% |
| 30D | +25.3% | +13.0% | +12.3% | +20.3% |
| 3M | +10.3% | +6.1% | +4.2% | +8.1% |
| 6M | +38.0% | +15.9% | +22.2% | +31.1% |
| YTD | +17.8% | +31.6% | -13.8% | +7.1% |
| 1Y | +13.6% | +28.5% | -14.9% | +4.1% |
| 3Y | +89.2% | +30.5% | +58.7% | +69.6% |
| 5Y | +51.1% | +30.7% | +20.3% | +33.2% |
| 10Y | +228.1% | +184.2% | +43.9% | +111.3% |
| All | +338.5% | +294.6% | +43.9% | +140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling