+758.4%
COST vs ALLE
+233.6%
+524.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.5% |
| 7D | +2.5% | -0.6% | +3.1% | +2.6% |
| 30D | +12.8% | +26.6% | -13.8% | +5.6% |
| 3M | +12.7% | +13.2% | -0.5% | +8.6% |
| 6M | +6.0% | +42.9% | -36.9% | -4.5% |
| YTD | +24.4% | +21.0% | +3.3% | +16.8% |
| 1Y | +16.2% | +15.2% | +1.1% | +10.7% |
| 3Y | +96.9% | +95.6% | +1.3% | +56.5% |
| 5Y | +121.1% | +53.4% | +67.7% | +86.3% |
| 10Y | +758.4% | +221.5% | +536.9% | +491.7% |
| All | +758.4% | +233.6% | +524.8% | +491.7% |
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