+293.4%
C vs ALLE
+144.1%
+149.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.9% |
| 7D | +3.6% | -0.2% | +3.9% | +3.7% |
| 30D | +0.1% | -6.8% | +6.9% | +4.2% |
| 3M | +2.4% | +21.0% | -18.6% | -10.1% |
| 6M | +24.9% | +1.1% | +23.8% | +22.2% |
| YTD | +19.8% | -0.5% | +20.3% | +17.4% |
| 1Y | +44.9% | -7.3% | +52.1% | +47.9% |
| 3Y | +263.0% | +42.3% | +220.7% | +172.8% |
| 5Y | +129.5% | +13.5% | +116.1% | +96.3% |
| All | +293.4% | +144.1% | +149.3% | +118.6% |
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