+215.3%
ALLE vs NYT
+540.3%
-325.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | +3.6% | +6.5% | -3.0% | +2.0% |
| 30D | +25.9% | +8.4% | +17.5% | +23.4% |
| 3M | +15.8% | +13.9% | +1.8% | +11.7% |
| 6M | +48.1% | -4.8% | +52.9% | +48.4% |
| YTD | +22.0% | +6.2% | +15.8% | +18.1% |
| 1Y | +18.0% | +14.3% | +3.8% | +12.0% |
| 3Y | +93.1% | +73.6% | +19.5% | +60.7% |
| 5Y | +52.1% | +60.6% | -8.6% | +25.8% |
| All | +215.3% | +540.3% | -325.1% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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