+289.2%
AZO vs ALLE
+154.9%
+134.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.9% | -2.8% | -0.2% | -1.9% |
| 30D | -5.3% | -10.2% | +4.9% | -1.6% |
| 3M | -7.3% | +17.4% | -24.8% | -13.1% |
| 6M | -22.7% | +3.3% | -26.0% | -24.1% |
| YTD | -15.0% | -4.2% | -10.8% | -14.5% |
| 1Y | -32.2% | -10.5% | -21.7% | -30.2% |
| 3Y | +10.0% | +45.4% | -35.4% | -8.0% |
| 5Y | +85.8% | +11.9% | +73.9% | +69.7% |
| All | +289.2% | +154.9% | +134.3% | +152.2% |
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