+222.7%
B vs ALLE
+212.2%
+10.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -2.7% | -0.8% | -1.8% | -2.5% |
| 30D | -4.3% | +27.4% | -31.7% | -8.4% |
| 3M | -2.3% | +13.8% | -16.1% | -4.6% |
| 6M | -16.2% | +45.5% | -61.7% | -21.6% |
| YTD | -8.8% | +21.4% | -30.2% | -12.2% |
| 1Y | +11.4% | +15.4% | -4.0% | +8.0% |
| 3Y | +174.3% | +91.7% | +82.6% | +144.9% |
| 5Y | +116.2% | +54.5% | +61.6% | +95.9% |
| 10Y | +222.7% | +210.5% | +12.2% | +174.0% |
| All | +222.7% | +212.2% | +10.6% | +174.0% |
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