+328.9%
CME vs ALLE
+222.4%
+106.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | +13.2% | +25.3% | -12.2% | +5.5% |
| 3M | +16.3% | +10.3% | +6.0% | +12.5% |
| 6M | +7.1% | +38.0% | -30.9% | -3.8% |
| YTD | +15.8% | +17.8% | -1.9% | +8.7% |
| 1Y | +17.1% | +13.6% | +3.5% | +11.1% |
| 3Y | +63.2% | +89.2% | -26.0% | +24.8% |
| 5Y | +70.2% | +51.1% | +19.2% | +39.2% |
| All | +328.9% | +222.4% | +106.4% | +162.7% |
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