+320.3%
COP vs ALLE
+222.4%
+97.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | -11.5% | -0.6% | -11.0% | -11.5% |
| 30D | +5.0% | +25.3% | -20.4% | -5.3% |
| 3M | +17.5% | +10.3% | +7.2% | +11.7% |
| 6M | +16.2% | +38.0% | -21.8% | -1.4% |
| YTD | +48.8% | +17.8% | +31.0% | +34.9% |
| 1Y | +64.1% | +13.6% | +50.5% | +51.3% |
| 3Y | +25.7% | +89.2% | -63.5% | -13.4% |
| 5Y | +114.4% | +51.1% | +63.3% | +61.4% |
| All | +320.3% | +222.4% | +97.8% | +132.5% |
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