+215.3%
ALLE vs MKTX
+12.8%
+202.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.6% | +0.2% | +3.3% | +3.5% |
| 30D | +25.9% | +0.9% | +25.0% | +25.7% |
| 3M | +15.8% | +2.6% | +13.2% | +15.2% |
| 6M | +48.1% | +20.4% | +27.7% | +41.5% |
| YTD | +22.0% | -7.1% | +29.0% | +22.8% |
| 1Y | +18.0% | -2.8% | +20.8% | +17.6% |
| 3Y | +93.1% | -21.7% | +114.8% | +97.1% |
| 5Y | +52.1% | -54.5% | +106.6% | +70.7% |
| All | +215.3% | +12.8% | +202.4% | +192.9% |
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