+145.3%
DAL vs ALLE
+144.1%
+1.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.1% |
| 7D | +0.1% | -0.2% | +0.4% | +0.3% |
| 30D | -13.9% | -6.8% | -7.1% | -9.6% |
| 3M | +1.1% | +21.0% | -20.0% | -12.4% |
| 6M | +26.2% | +1.1% | +25.1% | +24.0% |
| YTD | +16.4% | -0.5% | +17.0% | +14.6% |
| 1Y | +33.9% | -7.3% | +41.1% | +38.1% |
| 3Y | +93.4% | +42.3% | +51.1% | +43.8% |
| 5Y | +106.4% | +13.5% | +92.9% | +76.8% |
| All | +145.3% | +144.1% | +1.1% | +32.4% |
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