+145.1%
ALLE vs M
-2.2%
+147.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.5% |
| 7D | -0.2% | +4.7% | -5.0% | -1.0% |
| 30D | -6.8% | -9.6% | +2.8% | -5.1% |
| 3M | +21.0% | +0.9% | +20.2% | +20.5% |
| 6M | +1.1% | +22.3% | -21.2% | -2.9% |
| YTD | -0.5% | +6.5% | -7.1% | -2.4% |
| 1Y | -7.3% | +38.8% | -46.0% | -13.5% |
| 3Y | +42.3% | +115.9% | -73.6% | +17.4% |
| 5Y | +13.5% | +28.6% | -15.2% | -2.0% |
| All | +145.1% | -2.2% | +147.3% | +74.2% |
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