-54.2%
COMP vs ALLE
+60.1%
-114.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.9% | -5.3% | -5.3% |
| 7D | -1.8% | 0.0% | -1.9% | -1.5% |
| 30D | -0.8% | +20.6% | -21.3% | -18.0% |
| 3M | -28.1% | +11.4% | -39.5% | -35.7% |
| 6M | +27.0% | +42.5% | -15.6% | -12.4% |
| YTD | -12.8% | +18.9% | -31.7% | -28.3% |
| 1Y | +4.9% | +14.2% | -9.3% | -10.6% |
| 3Y | +321.0% | +90.7% | +230.3% | +98.5% |
| 5Y | -25.6% | +52.5% | -78.1% | -59.9% |
| All | -54.2% | +60.1% | -114.3% | -73.2% |
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