-50.4%
COMP vs ALLE
+62.1%
-112.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -6.9% |
| 7D | +7.2% | +0.1% | +7.1% | +7.4% |
| 30D | +6.4% | +25.9% | -19.5% | -15.6% |
| 3M | -19.4% | +14.9% | -34.3% | -30.1% |
| 6M | +14.6% | +42.1% | -27.5% | -21.0% |
| YTD | -5.5% | +20.4% | -25.9% | -23.3% |
| 1Y | +13.7% | +14.9% | -1.2% | -3.6% |
| 3Y | +409.7% | +90.1% | +319.6% | +141.4% |
| 5Y | -17.0% | +53.0% | -70.0% | -55.8% |
| All | -50.4% | +62.1% | -112.5% | -71.3% |
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