+221.5%
ALLE vs USFR
+28.5%
+193.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +26.6% | +0.4% | +26.2% | +26.2% |
| 3M | +13.2% | +1.1% | +12.1% | +12.2% |
| 6M | +42.9% | +2.0% | +40.9% | +40.4% |
| YTD | +21.0% | +3.4% | +17.6% | +17.4% |
| 1Y | +15.2% | +4.1% | +11.1% | +11.0% |
| 3Y | +95.6% | +14.3% | +81.3% | +71.1% |
| 5Y | +53.4% | +21.3% | +32.1% | +24.9% |
| 10Y | +221.5% | +28.5% | +193.0% | +148.5% |
| All | +221.5% | +28.5% | +193.0% | +148.5% |
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