+221.5%
ALLE vs TRU
+172.9%
+48.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +1.9% |
| 7D | -0.6% | +4.9% | -5.5% | -2.5% |
| 30D | +26.6% | +26.9% | -0.3% | +15.3% |
| 3M | +13.2% | +4.0% | +9.2% | +10.7% |
| 6M | +42.9% | +15.8% | +27.1% | +32.9% |
| YTD | +21.0% | -2.6% | +23.6% | +18.6% |
| 1Y | +15.2% | +3.9% | +11.3% | +9.8% |
| 3Y | +95.6% | +59.2% | +36.4% | +46.2% |
| 5Y | +53.4% | -25.7% | +79.1% | +56.7% |
| 10Y | +221.5% | +179.3% | +42.2% | +124.9% |
| All | +221.5% | +172.9% | +48.5% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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