+717.6%
AU vs ALLE
+146.0%
+571.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.1% |
| 7D | +0.6% | -2.2% | +2.8% | +1.0% |
| 30D | +12.3% | -8.3% | +20.6% | +13.9% |
| 3M | +29.4% | +16.3% | +13.1% | +26.1% |
| 6M | +3.2% | +1.8% | +1.4% | +2.7% |
| YTD | +31.8% | -3.9% | +35.8% | +32.2% |
| 1Y | +83.4% | -10.0% | +93.4% | +85.4% |
| 3Y | +623.1% | +45.8% | +577.3% | +583.9% |
| 5Y | +700.5% | +13.3% | +687.2% | +661.4% |
| 10Y | +717.6% | +155.3% | +562.3% | +666.8% |
| All | +717.6% | +146.0% | +571.6% | +666.8% |
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