+809.9%
AU vs ALLE
+208.6%
+601.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.2% | -4.7% |
| 7D | -1.1% | +1.6% | -2.6% | -1.3% |
| 30D | -4.4% | +24.1% | -28.5% | -7.8% |
| 3M | -10.0% | +14.8% | -24.8% | -12.1% |
| 6M | -14.5% | +45.9% | -60.4% | -19.8% |
| YTD | +6.4% | +20.7% | -14.4% | +2.7% |
| 1Y | +7.7% | +14.2% | -6.5% | +4.7% |
| 3Y | +514.1% | +90.7% | +423.4% | +455.0% |
| 5Y | +386.5% | +50.6% | +336.0% | +343.3% |
| All | +809.9% | +208.6% | +601.3% | +676.3% |
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