+154.7%
AWK vs ALLE
+212.2%
-57.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | 0.0% | -0.8% | +0.9% | +0.2% |
| 30D | +15.5% | +27.4% | -11.8% | +6.0% |
| 3M | +10.0% | +13.8% | -3.9% | +4.8% |
| 6M | +20.4% | +45.5% | -25.1% | +4.9% |
| YTD | +17.1% | +21.4% | -4.3% | +7.9% |
| 1Y | +18.3% | +15.4% | +2.9% | +11.0% |
| 3Y | +30.4% | +91.7% | -61.3% | -0.9% |
| 5Y | -2.7% | +54.5% | -57.2% | -21.4% |
| 10Y | +154.7% | +210.5% | -55.8% | +72.9% |
| All | +154.7% | +212.2% | -57.5% | +72.9% |
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