+208.8%
ALLE vs EXEL
+363.4%
-154.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +0.1% | -2.4% | +2.5% | +0.4% |
| 30D | +25.9% | +17.9% | +8.0% | +23.0% |
| 3M | +14.9% | +33.3% | -18.4% | +10.1% |
| 6M | +42.1% | +46.6% | -4.4% | +34.3% |
| YTD | +20.4% | +61.0% | -40.7% | +11.8% |
| 1Y | +14.9% | +70.4% | -55.6% | +5.7% |
| 3Y | +90.1% | +236.1% | -146.0% | +55.2% |
| 5Y | +53.0% | +284.8% | -231.9% | +20.7% |
| 10Y | +208.8% | +348.4% | -139.6% | +135.5% |
| All | +208.8% | +363.4% | -154.6% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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