+388.9%
CBOE vs ALLE
+153.0%
+236.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -4.6% | +2.8% | -7.4% | -5.2% |
| 30D | +2.6% | -7.6% | +10.3% | +4.4% |
| 3M | +4.9% | +22.8% | -17.8% | -0.3% |
| 6M | -2.2% | +4.6% | -6.8% | -3.8% |
| YTD | +17.7% | -1.2% | +18.9% | +16.9% |
| 1Y | +26.1% | -9.1% | +35.2% | +27.6% |
| 3Y | +97.1% | +50.0% | +47.1% | +70.0% |
| 5Y | +149.2% | +15.2% | +133.9% | +129.6% |
| All | +388.9% | +153.0% | +236.0% | +249.1% |
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