+675.5%
BE vs ALLE
+164.3%
+511.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.8% | +9.1% | +9.8% |
| 7D | -1.2% | -0.6% | -0.6% | -0.4% |
| 30D | -30.9% | +26.6% | -57.5% | -43.2% |
| 3M | -11.6% | +13.2% | -24.8% | -21.0% |
| 6M | -25.7% | +42.9% | -68.6% | -45.8% |
| YTD | +123.1% | +21.0% | +102.1% | +82.6% |
| 1Y | +43.4% | +15.2% | +28.2% | +22.3% |
| 3Y | +1,683.6% | +95.6% | +1,588.0% | +847.8% |
| 5Y | +465.4% | +53.4% | +412.0% | +268.5% |
| All | +675.5% | +164.3% | +511.3% | +372.2% |
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