+151.1%
ALLE vs EFV
+163.3%
-12.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.1% |
| 7D | +2.8% | +1.0% | +1.8% | +1.9% |
| 30D | -7.6% | +0.2% | -7.8% | -7.8% |
| 3M | +22.8% | +9.6% | +13.2% | +13.0% |
| 6M | +4.6% | +14.0% | -9.4% | -7.4% |
| YTD | -1.2% | +18.5% | -19.7% | -15.7% |
| 1Y | -9.1% | +27.9% | -37.0% | -27.6% |
| 3Y | +50.0% | +92.4% | -42.5% | -18.5% |
| 5Y | +15.2% | +97.2% | -81.9% | -39.0% |
| 10Y | +151.1% | +163.0% | -11.9% | -2.1% |
| All | +151.1% | +163.3% | -12.3% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EFV 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling