+166.7%
ALLE vs REPL
+36.1%
+130.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.3% | +1.0% |
| 7D | -0.8% | +5.3% | -6.1% | -1.0% |
| 30D | +27.4% | +66.6% | -39.3% | +25.5% |
| 3M | +13.8% | +59.6% | -45.7% | +12.2% |
| 6M | +45.5% | +482.4% | -436.9% | +34.2% |
| YTD | +21.4% | +124.1% | -102.7% | +13.4% |
| 1Y | +15.4% | +138.6% | -123.2% | +7.4% |
| 3Y | +91.7% | +96.0% | -4.3% | +56.6% |
| 5Y | +54.5% | -35.4% | +89.9% | +36.2% |
| All | +166.7% | +36.1% | +130.6% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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