+155.9%
ALLE vs MKTX
+5.0%
+150.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -7.7% | +0.7% | -8.4% | -7.8% |
| 3M | +15.2% | +40.8% | -25.6% | +6.4% |
| 6M | +5.4% | -8.0% | +13.4% | +6.5% |
| YTD | -2.9% | -8.7% | +5.8% | -1.9% |
| 1Y | -12.8% | -11.8% | -0.9% | -11.3% |
| 3Y | +47.2% | -24.0% | +71.2% | +50.6% |
| 5Y | +13.5% | -60.3% | +73.8% | +31.3% |
| All | +155.9% | +5.0% | +150.8% | +138.6% |
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