+15.2%
ALLE vs DTE
+35.6%
-20.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.1% |
| 7D | +2.8% | +0.9% | +1.9% | +2.3% |
| 30D | -7.6% | -1.9% | -5.8% | -6.8% |
| 3M | +22.8% | -3.3% | +26.1% | +24.6% |
| 6M | +4.6% | -7.1% | +11.7% | +8.0% |
| YTD | -1.2% | +8.1% | -9.3% | -5.7% |
| 1Y | -9.1% | +5.3% | -14.4% | -12.2% |
| 3Y | +50.0% | +48.2% | +1.8% | +19.9% |
| 5Y | +15.2% | +33.2% | -18.0% | -4.6% |
| All | +15.2% | +35.6% | -20.4% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling