+219.2%
ALLE vs USFR
+28.5%
+190.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +25.3% | +0.4% | +24.9% | +24.9% |
| 3M | +10.3% | +1.1% | +9.2% | +9.3% |
| 6M | +38.0% | +2.1% | +36.0% | +35.6% |
| YTD | +17.8% | +3.4% | +14.4% | +14.2% |
| 1Y | +13.6% | +4.1% | +9.5% | +9.5% |
| 3Y | +89.2% | +14.4% | +74.8% | +65.5% |
| 5Y | +51.1% | +21.3% | +29.7% | +22.9% |
| All | +219.2% | +28.5% | +190.7% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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