+4.5%
ALLE vs IRE
-97.2%
+101.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +39.6% | -40.5% | -1.0% |
| 7D | -0.6% | -27.2% | +26.6% | -0.5% |
| 30D | +25.3% | -75.1% | +100.5% | +26.2% |
| 3M | +10.3% | -77.9% | +88.1% | +11.1% |
| 6M | +38.0% | -94.6% | +132.6% | +40.2% |
| YTD | +17.8% | -91.5% | +109.3% | +18.2% |
| 1Y | +13.6% | -97.8% | +111.4% | +14.3% |
| All | +4.5% | -97.2% | +101.7% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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