+270.3%
ALLE vs DTE
+252.0%
+18.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -6.8% | -2.6% | -4.2% | -5.7% |
| 3M | +21.0% | -3.9% | +24.9% | +23.2% |
| 6M | +1.1% | -7.9% | +9.0% | +4.8% |
| YTD | -0.5% | +7.2% | -7.7% | -4.3% |
| 1Y | -7.3% | +3.1% | -10.3% | -9.2% |
| 3Y | +42.3% | +47.6% | -5.3% | +15.9% |
| 5Y | +13.5% | +32.7% | -19.3% | -3.2% |
| 10Y | +144.0% | +138.8% | +5.3% | +63.1% |
| All | +270.3% | +252.0% | +18.4% | +111.3% |
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