+155.3%
ALLE vs DTE
+136.5%
+18.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.3% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -8.3% | -0.5% | -7.8% | -8.1% |
| 3M | +16.3% | -6.0% | +22.3% | +19.8% |
| 6M | +1.8% | -7.2% | +9.0% | +5.3% |
| YTD | -3.9% | +7.2% | -11.1% | -7.9% |
| 1Y | -10.0% | +4.1% | -14.1% | -12.5% |
| 3Y | +45.8% | +46.9% | -1.0% | +16.9% |
| 5Y | +13.3% | +32.9% | -19.6% | -5.0% |
| 10Y | +155.3% | +144.5% | +10.8% | +70.1% |
| All | +155.3% | +136.5% | +18.8% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded DTE 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling