+210.5%
ALLE vs M
-5.1%
+215.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.0% |
| 7D | -0.8% | -3.3% | +2.5% | -0.3% |
| 30D | +27.4% | +8.1% | +19.3% | +25.5% |
| 3M | +13.8% | +2.2% | +11.6% | +13.2% |
| 6M | +45.5% | +35.1% | +10.4% | +37.1% |
| YTD | +21.4% | +15.8% | +5.6% | +17.1% |
| 1Y | +15.4% | +25.8% | -10.5% | +9.6% |
| 3Y | +91.7% | +156.2% | -64.5% | +53.6% |
| 5Y | +54.5% | -2.4% | +56.9% | +40.7% |
| 10Y | +210.5% | -7.1% | +217.7% | +121.2% |
| All | +210.5% | -5.1% | +215.7% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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