+336.7%
COP vs ALLE
+211.7%
+125.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | +4.4% | +3.6% | +0.9% | +2.8% |
| 30D | 0.0% | +25.9% | -25.9% | -10.0% |
| 3M | +15.0% | +15.8% | -0.7% | +7.1% |
| 6M | +22.0% | +48.1% | -26.1% | +0.2% |
| YTD | +55.3% | +22.0% | +33.4% | +38.7% |
| 1Y | +64.1% | +18.0% | +46.1% | +48.8% |
| 3Y | +34.1% | +93.1% | -59.0% | -8.5% |
| 5Y | +133.4% | +52.1% | +81.3% | +76.1% |
| All | +336.7% | +211.7% | +125.0% | +133.8% |
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