+208.8%
ALLE vs ES
+87.3%
+121.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | +25.9% | +5.9% | +20.0% | +22.9% |
| 3M | +14.9% | -1.0% | +15.9% | +15.2% |
| 6M | +42.1% | +7.2% | +34.9% | +37.7% |
| YTD | +20.4% | +7.0% | +13.4% | +16.2% |
| 1Y | +14.9% | +0.5% | +14.4% | +13.2% |
| 3Y | +90.1% | +48.7% | +41.4% | +53.1% |
| 5Y | +53.0% | +1.9% | +51.0% | +46.1% |
| 10Y | +208.8% | +89.2% | +119.7% | +162.5% |
| All | +208.8% | +87.3% | +121.5% | +162.5% |
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