+145.1%
ALLE vs COO
+49.3%
+95.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | -0.2% | -2.2% | +2.0% | +0.7% |
| 30D | -6.8% | -7.0% | +0.2% | -3.9% |
| 3M | +21.0% | +12.2% | +8.8% | +14.7% |
| 6M | +1.1% | -15.1% | +16.2% | +7.9% |
| YTD | -0.5% | -15.1% | +14.6% | +6.1% |
| 1Y | -7.3% | +2.3% | -9.6% | -9.2% |
| 3Y | +42.3% | -23.7% | +65.9% | +52.5% |
| 5Y | +13.5% | -38.9% | +52.4% | +32.1% |
| All | +145.1% | +49.3% | +95.8% | +99.9% |
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