-44.8%
COMP vs ALLE
+33.9%
-78.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.5% |
| 7D | +1.4% | -0.2% | +1.6% | +1.7% |
| 30D | -13.3% | -6.8% | -6.5% | -6.9% |
| 3M | +41.1% | +21.0% | +20.1% | +14.8% |
| 6M | +17.2% | +1.1% | +16.1% | +15.0% |
| YTD | +5.2% | -0.5% | +5.7% | +3.8% |
| 1Y | +18.9% | -7.3% | +26.2% | +25.4% |
| 3Y | +215.9% | +42.3% | +173.7% | +103.1% |
| 5Y | -31.2% | +13.5% | -44.7% | -55.9% |
| All | -44.8% | +33.9% | -78.7% | -61.2% |
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