+46.4%
AR vs ALLE
+233.6%
-187.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.3% |
| 7D | -10.5% | -0.6% | -9.9% | -10.3% |
| 30D | +1.3% | +26.6% | -25.3% | -8.5% |
| 3M | +4.8% | +13.2% | -8.4% | -1.1% |
| 6M | +1.2% | +42.9% | -41.7% | -14.5% |
| YTD | +5.5% | +21.0% | -15.5% | -4.9% |
| 1Y | +8.1% | +15.2% | -7.1% | -0.4% |
| 3Y | +38.8% | +95.6% | -56.8% | -4.0% |
| 5Y | +78.8% | +53.4% | +25.4% | +36.9% |
| 10Y | +46.4% | +221.5% | -175.1% | -23.5% |
| All | +46.4% | +233.6% | -187.3% | -23.5% |
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