+234.5%
ALNY vs ALLE
+154.9%
+79.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -6.4% | -2.8% | -3.7% | -5.5% |
| 30D | +11.9% | -10.2% | +22.1% | +16.4% |
| 3M | -15.0% | +17.4% | -32.4% | -20.0% |
| 6M | -23.2% | +3.3% | -26.6% | -24.4% |
| YTD | -37.8% | -4.2% | -33.5% | -37.4% |
| 1Y | -47.3% | -10.5% | -36.7% | -45.7% |
| 3Y | +22.9% | +45.4% | -22.5% | +2.2% |
| 5Y | +30.6% | +11.9% | +18.6% | +18.0% |
| All | +234.5% | +154.9% | +79.6% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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