+98.2%
DD vs ALLE
+211.7%
-113.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.2% |
| 7D | +5.0% | +3.6% | +1.4% | +2.9% |
| 30D | +19.7% | +25.9% | -6.2% | +4.2% |
| 3M | +7.2% | +15.8% | -8.6% | -2.2% |
| 6M | +1.0% | +48.1% | -47.0% | -21.1% |
| YTD | +29.1% | +22.0% | +7.1% | +12.3% |
| 1Y | +28.5% | +18.0% | +10.4% | +13.9% |
| 3Y | +89.4% | +93.1% | -3.6% | +22.0% |
| 5Y | +67.1% | +52.1% | +15.1% | +21.9% |
| All | +98.2% | +211.7% | -113.4% | -4.1% |
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