+208.8%
ALLE vs DTE
+146.7%
+62.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | +0.1% | +3.5% | -3.4% | -1.7% |
| 30D | +25.9% | +9.5% | +16.4% | +20.3% |
| 3M | +14.9% | +2.5% | +12.3% | +13.4% |
| 6M | +42.1% | +0.6% | +41.6% | +41.4% |
| YTD | +20.4% | +10.5% | +9.9% | +13.6% |
| 1Y | +14.9% | +3.3% | +11.5% | +12.2% |
| 3Y | +90.1% | +56.3% | +33.8% | +47.5% |
| 5Y | +53.0% | +44.9% | +8.0% | +22.4% |
| 10Y | +208.8% | +149.2% | +59.7% | +105.9% |
| All | +208.8% | +146.7% | +62.1% | +105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling