+210.5%
ALLE vs COO
+40.2%
+170.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.3% |
| 7D | -0.8% | -2.3% | +1.5% | +0.2% |
| 30D | +27.4% | +13.3% | +14.1% | +20.9% |
| 3M | +13.8% | -18.1% | +31.9% | +23.0% |
| 6M | +45.5% | +6.7% | +38.8% | +39.7% |
| YTD | +21.4% | -23.2% | +44.6% | +34.1% |
| 1Y | +15.4% | -12.3% | +27.6% | +20.0% |
| 3Y | +91.7% | -23.6% | +115.3% | +102.7% |
| 5Y | +54.5% | -38.7% | +93.2% | +77.4% |
| 10Y | +210.5% | +42.2% | +168.3% | +158.1% |
| All | +210.5% | +40.2% | +170.4% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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