+54.2%
AR vs ALLE
+208.6%
-154.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +6.4% | +1.6% | +4.8% | +5.7% |
| 30D | +3.1% | +24.1% | -21.0% | -6.1% |
| 3M | +3.3% | +14.8% | -11.5% | -3.0% |
| 6M | +6.6% | +45.9% | -39.3% | -10.9% |
| YTD | +12.3% | +20.7% | -8.4% | +1.3% |
| 1Y | +12.3% | +14.2% | -1.8% | +3.9% |
| 3Y | +50.4% | +90.7% | -40.2% | +5.2% |
| 5Y | +101.0% | +50.6% | +50.4% | +55.2% |
| All | +54.2% | +208.6% | -154.3% | -21.9% |
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