+749.2%
COST vs ALLE
+208.6%
+540.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | +2.5% | +1.6% | +0.9% | +2.1% |
| 30D | +14.6% | +24.1% | -9.5% | +7.9% |
| 3M | +15.2% | +14.8% | +0.4% | +10.7% |
| 6M | +7.2% | +45.9% | -38.7% | -4.1% |
| YTD | +27.4% | +20.7% | +6.7% | +19.7% |
| 1Y | +20.2% | +14.2% | +6.0% | +14.7% |
| 3Y | +96.9% | +90.7% | +6.2% | +57.6% |
| 5Y | +122.8% | +50.6% | +72.3% | +88.6% |
| All | +749.2% | +208.6% | +540.7% | +479.2% |
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