+782.7%
DE vs ALLE
+217.2%
+565.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | +10.7% | +25.9% | -15.2% | -2.7% |
| 3M | +13.1% | +14.9% | -1.8% | +4.3% |
| 6M | +20.2% | +42.1% | -21.9% | -2.1% |
| YTD | +48.9% | +20.4% | +28.5% | +32.2% |
| 1Y | +46.6% | +14.9% | +31.8% | +33.5% |
| 3Y | +91.4% | +90.1% | +1.3% | +27.7% |
| 5Y | +108.1% | +53.0% | +55.2% | +53.5% |
| 10Y | +782.7% | +208.8% | +573.9% | +345.9% |
| All | +782.7% | +217.2% | +565.5% | +345.9% |
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