+303.4%
CME vs ALLE
+211.7%
+91.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | +3.9% | +3.6% | +0.4% | +2.9% |
| 30D | +11.3% | +25.9% | -14.6% | +3.7% |
| 3M | +19.6% | +15.8% | +3.8% | +14.0% |
| 6M | +8.1% | +48.1% | -40.0% | -5.0% |
| YTD | +20.4% | +22.0% | -1.6% | +11.9% |
| 1Y | +16.5% | +18.0% | -1.5% | +9.3% |
| 3Y | +66.4% | +93.1% | -26.6% | +27.0% |
| 5Y | +74.5% | +52.1% | +22.4% | +43.3% |
| All | +303.4% | +211.7% | +91.7% | +160.7% |
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