+207.0%
C vs ALLE
+211.7%
-4.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.6% |
| 7D | +4.2% | +3.6% | +0.6% | +2.0% |
| 30D | +2.0% | +25.9% | -23.9% | -11.7% |
| 3M | -10.1% | +15.8% | -25.9% | -18.4% |
| 6M | +1.0% | +48.1% | -47.1% | -22.3% |
| YTD | +8.5% | +22.0% | -13.5% | -6.8% |
| 1Y | +25.7% | +18.0% | +7.7% | +10.2% |
| 3Y | +216.0% | +93.1% | +122.9% | +94.4% |
| 5Y | +112.3% | +52.1% | +60.2% | +49.2% |
| All | +207.0% | +211.7% | -4.6% | +47.3% |
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