+288.0%
CME vs ALLE
+217.2%
+70.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +10.2% | +25.9% | -15.8% | +2.6% |
| 3M | +17.8% | +14.9% | +2.9% | +12.6% |
| 6M | +11.0% | +42.1% | -31.1% | -1.2% |
| YTD | +17.0% | +20.4% | -3.3% | +9.2% |
| 1Y | +15.8% | +14.9% | +0.9% | +9.6% |
| 3Y | +61.8% | +90.1% | -28.3% | +24.1% |
| 5Y | +72.5% | +53.0% | +19.5% | +41.0% |
| 10Y | +288.0% | +208.8% | +79.2% | +151.4% |
| All | +288.0% | +217.2% | +70.8% | +151.4% |
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