+852.9%
DE vs ALLE
+148.2%
+704.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.5% |
| 7D | +0.7% | +2.8% | -2.1% | -0.8% |
| 30D | +9.6% | -7.6% | +17.3% | +14.3% |
| 3M | +19.0% | +22.8% | -3.8% | +5.5% |
| 6M | +16.1% | +4.6% | +11.5% | +12.1% |
| YTD | +47.0% | -1.2% | +48.2% | +46.0% |
| 1Y | +43.1% | -9.1% | +52.3% | +48.4% |
| 3Y | +77.5% | +50.0% | +27.5% | +35.7% |
| 5Y | +96.4% | +15.2% | +81.1% | +71.1% |
| 10Y | +852.9% | +151.1% | +701.8% | +452.2% |
| All | +852.9% | +148.2% | +704.6% | +452.2% |
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