+386.5%
CBOE vs ALLE
+146.0%
+240.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.1% |
| 7D | -0.8% | -2.2% | +1.4% | -0.3% |
| 30D | +2.7% | -8.3% | +11.0% | +4.6% |
| 3M | +0.7% | +16.3% | -15.5% | -3.2% |
| 6M | -2.0% | +1.8% | -3.8% | -3.1% |
| YTD | +17.1% | -3.9% | +21.1% | +17.0% |
| 1Y | +26.5% | -10.0% | +36.5% | +28.2% |
| 3Y | +96.1% | +45.8% | +50.3% | +70.2% |
| 5Y | +149.3% | +13.3% | +136.0% | +130.2% |
| 10Y | +386.5% | +155.3% | +231.2% | +249.5% |
| All | +386.5% | +146.0% | +240.5% | +249.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling