+37.0%
ALLE vs ZCMD
-100.0%
+137.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +2.8% | -1.4% | +4.2% | +2.8% |
| 30D | -7.6% | -21.6% | +13.9% | -7.5% |
| 3M | +22.8% | -67.4% | +90.1% | +21.1% |
| 6M | +4.6% | -99.4% | +104.0% | +9.4% |
| YTD | -1.2% | -99.7% | +98.5% | +4.9% |
| 1Y | -9.1% | -99.9% | +90.8% | -2.0% |
| 3Y | +50.0% | -100.0% | +150.0% | +66.7% |
| 5Y | +15.2% | -100.0% | +115.2% | +28.1% |
| All | +37.0% | -100.0% | +137.0% | +58.9% |
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