+602.0%
COST vs ALLE
+148.2%
+453.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -3.2% | +2.8% | -6.0% | -3.9% |
| 30D | -4.0% | -7.6% | +3.7% | -1.9% |
| 3M | -6.5% | +22.8% | -29.2% | -12.0% |
| 6M | -8.5% | +4.6% | -13.1% | -10.3% |
| YTD | +6.0% | -1.2% | +7.2% | +5.5% |
| 1Y | -5.8% | -9.1% | +3.3% | -4.2% |
| 3Y | +71.8% | +50.0% | +21.8% | +47.5% |
| 5Y | +106.2% | +15.2% | +91.0% | +88.2% |
| 10Y | +602.0% | +151.1% | +451.0% | +414.4% |
| All | +602.0% | +148.2% | +453.8% | +414.4% |
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