+443.9%
AME vs ALLE
+233.6%
+210.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +2.7% |
| 7D | -1.5% | -0.6% | -0.9% | -1.2% |
| 30D | -4.2% | +26.6% | -30.8% | -16.4% |
| 3M | -5.9% | +13.2% | -19.1% | -12.9% |
| 6M | +2.8% | +42.9% | -40.1% | -17.0% |
| YTD | +16.6% | +21.0% | -4.5% | +2.5% |
| 1Y | +22.1% | +15.2% | +7.0% | +10.4% |
| 3Y | +64.7% | +95.6% | -30.9% | +6.1% |
| 5Y | +76.6% | +53.4% | +23.2% | +28.6% |
| 10Y | +443.9% | +221.5% | +222.4% | +169.3% |
| All | +443.9% | +233.6% | +210.2% | +169.3% |
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