+69.2%
ALLE vs ZCMD
-100.0%
+169.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.0% |
| 7D | +3.6% | -7.7% | +11.2% | +3.6% |
| 30D | +25.9% | -34.8% | +60.7% | +26.3% |
| 3M | +15.8% | -56.3% | +72.1% | +16.4% |
| 6M | +48.1% | -99.7% | +147.8% | +55.5% |
| YTD | +22.0% | -99.9% | +121.8% | +30.0% |
| 1Y | +18.0% | -99.9% | +117.9% | +26.7% |
| 3Y | +93.1% | -100.0% | +193.1% | +114.6% |
| 5Y | +52.1% | -100.0% | +152.1% | +70.6% |
| All | +69.2% | -100.0% | +169.2% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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