+210.5%
ALLE vs EXEL
+354.7%
-144.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | -2.8% | +2.0% | -0.4% |
| 30D | +27.4% | +18.2% | +9.2% | +24.3% |
| 3M | +13.8% | +37.7% | -23.9% | +8.7% |
| 6M | +45.5% | +42.2% | +3.3% | +38.1% |
| YTD | +21.4% | +61.3% | -39.9% | +12.7% |
| 1Y | +15.4% | +64.5% | -49.1% | +6.7% |
| 3Y | +91.7% | +236.7% | -145.0% | +56.4% |
| 5Y | +54.5% | +296.3% | -241.8% | +21.4% |
| 10Y | +210.5% | +331.1% | -120.6% | +136.3% |
| All | +210.5% | +354.7% | -144.1% | +136.3% |
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