+762.6%
DE vs ALLE
+208.6%
+554.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.6% |
| 7D | +2.3% | +1.6% | +0.8% | +1.5% |
| 30D | +4.4% | +24.1% | -19.7% | -7.5% |
| 3M | +9.8% | +14.8% | -5.0% | +1.3% |
| 6M | +15.8% | +45.9% | -30.1% | -7.1% |
| YTD | +47.0% | +20.7% | +26.2% | +30.3% |
| 1Y | +42.8% | +14.2% | +28.6% | +30.5% |
| 3Y | +88.9% | +90.7% | -1.8% | +25.8% |
| 5Y | +101.9% | +50.6% | +51.3% | +50.5% |
| All | +762.6% | +208.6% | +554.0% | +333.8% |
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