+221.5%
ALLE vs EFV
+165.2%
+56.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | 0.0% | +0.4% |
| 7D | -0.6% | +1.7% | -2.4% | -2.1% |
| 30D | +26.6% | +3.4% | +23.2% | +22.9% |
| 3M | +13.2% | -1.7% | +14.9% | +14.8% |
| 6M | +42.9% | +6.4% | +36.5% | +34.9% |
| YTD | +21.0% | +16.3% | +4.8% | +5.0% |
| 1Y | +15.2% | +22.9% | -7.8% | -5.0% |
| 3Y | +95.6% | +92.8% | +2.8% | +6.0% |
| 5Y | +53.4% | +93.5% | -40.1% | -17.5% |
| 10Y | +221.5% | +162.1% | +59.4% | +27.0% |
| All | +221.5% | +165.2% | +56.3% | +27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling