+220.1%
C vs ALLE
+233.6%
-13.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +0.8% |
| 7D | -0.9% | -0.6% | -0.3% | -0.5% |
| 30D | -5.4% | +26.6% | -32.0% | -18.4% |
| 3M | -9.2% | +13.2% | -22.3% | -16.5% |
| 6M | -1.8% | +42.9% | -44.7% | -22.7% |
| YTD | +6.7% | +21.0% | -14.3% | -7.9% |
| 1Y | +23.5% | +15.2% | +8.4% | +10.0% |
| 3Y | +219.8% | +95.6% | +124.2% | +94.8% |
| 5Y | +112.4% | +53.4% | +59.0% | +48.0% |
| 10Y | +220.1% | +221.5% | -1.4% | +51.3% |
| All | +220.1% | +233.6% | -13.5% | +51.3% |
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