+512.3%
COR vs ALLE
+233.6%
+278.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +2.8% |
| 7D | +2.3% | -0.6% | +3.0% | +2.6% |
| 30D | +6.8% | +26.6% | -19.8% | -1.1% |
| 3M | +8.1% | +13.2% | -5.1% | +3.7% |
| 6M | +33.0% | +42.9% | -9.9% | +17.8% |
| YTD | +3.0% | +21.0% | -18.1% | -4.3% |
| 1Y | -3.4% | +15.2% | -18.6% | -8.8% |
| 3Y | +80.1% | +95.6% | -15.5% | +35.3% |
| 5Y | +194.7% | +53.4% | +141.3% | +138.8% |
| 10Y | +512.3% | +221.5% | +290.8% | +243.8% |
| All | +512.3% | +233.6% | +278.6% | +243.8% |
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