+212.1%
ALLE vs EFV
+162.4%
+49.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +1.6% | +0.7% | +0.8% | +0.9% |
| 30D | +24.1% | +2.0% | +22.1% | +21.9% |
| 3M | +14.8% | -1.6% | +16.5% | +16.5% |
| 6M | +45.9% | +5.8% | +40.1% | +38.5% |
| YTD | +20.7% | +15.6% | +5.1% | +5.3% |
| 1Y | +14.2% | +19.0% | -4.8% | -3.0% |
| 3Y | +90.7% | +90.7% | 0.0% | +4.4% |
| 5Y | +50.6% | +92.8% | -42.2% | -18.7% |
| All | +212.1% | +162.4% | +49.8% | +23.7% |
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