+641.7%
BE vs ALLE
+162.8%
+478.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.0% |
| 7D | -13.4% | +0.1% | -13.4% | -13.0% |
| 30D | -33.9% | +25.9% | -59.8% | -45.5% |
| 3M | -12.0% | +14.9% | -26.9% | -22.2% |
| 6M | -29.0% | +42.1% | -71.1% | -48.0% |
| YTD | +113.4% | +20.4% | +93.0% | +75.4% |
| 1Y | +33.2% | +14.9% | +18.3% | +13.8% |
| 3Y | +1,659.2% | +90.1% | +1,569.1% | +858.8% |
| 5Y | +461.4% | +53.0% | +408.4% | +266.7% |
| All | +641.7% | +162.8% | +478.9% | +353.5% |
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