+142.8%
CI vs ALLE
+211.7%
-68.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | +1.2% | +3.6% | -2.4% | -0.2% |
| 30D | +2.6% | +25.9% | -23.3% | -6.3% |
| 3M | +7.4% | +15.8% | -8.3% | +1.1% |
| 6M | -0.1% | +48.1% | -48.2% | -15.3% |
| YTD | +9.7% | +22.0% | -12.2% | +0.1% |
| 1Y | +12.1% | +18.0% | -5.9% | +3.6% |
| 3Y | +7.0% | +93.1% | -86.1% | -21.9% |
| 5Y | +49.7% | +52.1% | -2.4% | +19.1% |
| All | +142.8% | +211.7% | -68.9% | +42.7% |
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