+216.9%
B vs ALLE
+208.6%
+8.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -6.2% | +1.6% | -7.8% | -6.4% |
| 30D | -6.6% | +24.1% | -30.7% | -10.1% |
| 3M | -7.9% | +14.8% | -22.7% | -10.1% |
| 6M | -16.8% | +45.9% | -62.7% | -22.2% |
| YTD | -11.7% | +20.7% | -32.4% | -14.9% |
| 1Y | +3.5% | +14.2% | -10.7% | +0.5% |
| 3Y | +165.7% | +90.7% | +75.0% | +137.6% |
| 5Y | +108.4% | +50.6% | +57.9% | +89.4% |
| All | +216.9% | +208.6% | +8.4% | +172.1% |
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