+54.3%
AR vs ALLE
+211.7%
-157.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | +7.4% | +3.6% | +3.8% | +5.8% |
| 30D | +5.8% | +25.9% | -20.1% | -4.3% |
| 3M | +5.2% | +15.8% | -10.5% | -1.6% |
| 6M | +5.4% | +48.1% | -42.6% | -12.4% |
| YTD | +12.4% | +22.0% | -9.5% | +1.0% |
| 1Y | +12.8% | +18.0% | -5.2% | +2.8% |
| 3Y | +47.2% | +93.1% | -45.9% | +2.3% |
| 5Y | +101.1% | +52.1% | +49.1% | +54.6% |
| All | +54.3% | +211.7% | -157.3% | -22.2% |
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