+299.5%
CME vs ALLE
+233.6%
+65.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.3% |
| 7D | -0.6% | -0.6% | +0.1% | -0.4% |
| 30D | +8.5% | +26.6% | -18.1% | +0.9% |
| 3M | +16.0% | +13.2% | +2.9% | +11.4% |
| 6M | +9.3% | +42.9% | -33.5% | -2.8% |
| YTD | +15.3% | +21.0% | -5.7% | +7.3% |
| 1Y | +14.4% | +15.2% | -0.7% | +8.2% |
| 3Y | +59.9% | +95.6% | -35.7% | +21.1% |
| 5Y | +69.4% | +53.4% | +16.0% | +38.3% |
| 10Y | +299.5% | +221.5% | +78.0% | +150.9% |
| All | +299.5% | +233.6% | +65.9% | +150.9% |
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