+212.1%
ALLE vs MKTX
+12.8%
+199.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.6% | +0.2% | +1.3% | +1.5% |
| 30D | +24.1% | +0.9% | +23.2% | +23.9% |
| 3M | +14.8% | +2.5% | +12.3% | +14.3% |
| 6M | +45.9% | +18.6% | +27.3% | +39.8% |
| YTD | +20.7% | -7.1% | +27.8% | +21.6% |
| 1Y | +14.2% | -0.3% | +14.5% | +13.1% |
| 3Y | +90.7% | -22.3% | +113.0% | +95.0% |
| 5Y | +50.6% | -54.5% | +105.1% | +69.0% |
| All | +212.1% | +12.8% | +199.3% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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