+816.9%
AU vs ALLE
+217.2%
+599.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.0% | -5.5% |
| 7D | +15.3% | +0.1% | +15.2% | +15.3% |
| 30D | -0.3% | +25.9% | -26.3% | -4.1% |
| 3M | -2.9% | +14.9% | -17.8% | -5.2% |
| 6M | -10.7% | +42.1% | -52.8% | -15.9% |
| YTD | +14.0% | +20.4% | -6.4% | +10.1% |
| 1Y | +32.5% | +14.9% | +17.7% | +28.8% |
| 3Y | +557.9% | +90.1% | +467.8% | +495.4% |
| 5Y | +441.0% | +53.0% | +388.0% | +392.9% |
| 10Y | +816.9% | +208.8% | +608.1% | +667.3% |
| All | +816.9% | +217.2% | +599.7% | +667.3% |
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