+150.9%
CI vs ALLE
+212.2%
-61.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -1.3% | -0.8% | -0.5% | -1.0% |
| 30D | +6.4% | +27.4% | -21.0% | -3.3% |
| 3M | +10.7% | +13.8% | -3.2% | +4.9% |
| 6M | +5.5% | +45.5% | -40.0% | -9.9% |
| YTD | +11.4% | +21.4% | -10.0% | +1.8% |
| 1Y | +15.0% | +15.4% | -0.3% | +7.3% |
| 3Y | +9.0% | +91.7% | -82.7% | -20.3% |
| 5Y | +52.0% | +54.5% | -2.6% | +19.8% |
| 10Y | +150.9% | +210.5% | -59.6% | +48.0% |
| All | +150.9% | +212.2% | -61.2% | +48.0% |
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