-38.3%
CAG vs ALLE
+211.7%
-250.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -3.3% | +3.6% | -6.9% | -4.2% |
| 30D | +7.7% | +25.9% | -18.2% | +1.9% |
| 3M | -3.2% | +15.8% | -18.9% | -6.6% |
| 6M | +7.0% | +48.1% | -41.1% | -2.8% |
| YTD | -9.0% | +22.0% | -30.9% | -13.6% |
| 1Y | -9.6% | +18.0% | -27.6% | -13.6% |
| 3Y | -36.0% | +93.1% | -129.1% | -45.7% |
| 5Y | -40.9% | +52.1% | -92.9% | -47.8% |
| All | -38.3% | +211.7% | -250.0% | -53.8% |
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