+338.5%
ALLE vs DTE
+252.6%
+85.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -0.6% | -0.3% | -0.3% | -0.4% |
| 30D | +25.3% | +6.2% | +19.2% | +21.9% |
| 3M | +10.3% | -2.6% | +12.9% | +11.7% |
| 6M | +38.0% | -3.5% | +41.6% | +40.2% |
| YTD | +17.8% | +7.4% | +10.4% | +13.2% |
| 1Y | +13.6% | +4.2% | +9.4% | +10.7% |
| 3Y | +89.2% | +51.7% | +37.5% | +52.4% |
| 5Y | +51.1% | +39.7% | +11.4% | +25.8% |
| 10Y | +228.1% | +137.5% | +90.7% | +119.6% |
| All | +338.5% | +252.6% | +85.9% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling