+219.2%
ALLE vs M
-4.2%
+223.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.1% |
| 7D | -0.6% | -4.3% | +3.7% | +0.2% |
| 30D | +25.3% | +1.3% | +24.1% | +25.0% |
| 3M | +10.3% | -7.4% | +17.7% | +11.6% |
| 6M | +38.0% | +18.3% | +19.7% | +33.2% |
| YTD | +17.8% | +7.6% | +10.2% | +15.2% |
| 1Y | +13.6% | +17.4% | -3.8% | +9.3% |
| 3Y | +89.2% | +108.4% | -19.2% | +57.2% |
| 5Y | +51.1% | -10.6% | +61.7% | +39.7% |
| All | +219.2% | -4.2% | +223.4% | +128.6% |
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