+504.1%
CBOE vs ALLE
+233.6%
+270.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.7% |
| 7D | +1.0% | -0.6% | +1.7% | +1.1% |
| 30D | +16.0% | +26.6% | -10.6% | +10.1% |
| 3M | +23.4% | +13.2% | +10.3% | +19.9% |
| 6M | +1.7% | +42.9% | -41.2% | -6.7% |
| YTD | +41.6% | +21.0% | +20.5% | +34.2% |
| 1Y | +38.5% | +15.2% | +23.3% | +32.9% |
| 3Y | +105.7% | +95.6% | +10.2% | +66.4% |
| 5Y | +185.4% | +53.4% | +132.0% | +144.6% |
| 10Y | +504.1% | +221.5% | +282.6% | +324.1% |
| All | +504.1% | +233.6% | +270.5% | +324.1% |
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