+219.2%
ALLE vs ES
+85.7%
+133.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.3% |
| 7D | -0.6% | +1.9% | -2.4% | -1.4% |
| 30D | +25.3% | +7.1% | +18.3% | +21.8% |
| 3M | +10.3% | -1.9% | +12.2% | +11.1% |
| 6M | +38.0% | +4.4% | +33.7% | +35.2% |
| YTD | +17.8% | +7.3% | +10.5% | +13.6% |
| 1Y | +13.6% | +2.1% | +11.5% | +11.2% |
| 3Y | +89.2% | +41.8% | +47.4% | +56.1% |
| 5Y | +51.1% | +1.4% | +49.6% | +44.6% |
| All | +219.2% | +85.7% | +133.5% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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