+915.7%
DE vs ALLE
+327.3%
+588.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | -0.6% | -0.6% | 0.0% | -0.3% |
| 30D | +2.3% | +25.3% | -23.1% | -9.2% |
| 3M | +9.5% | +10.3% | -0.8% | +3.7% |
| 6M | +14.1% | +38.0% | -24.0% | -4.4% |
| YTD | +45.4% | +17.8% | +27.6% | +31.7% |
| 1Y | +42.9% | +13.6% | +29.3% | +31.7% |
| 3Y | +84.8% | +89.2% | -4.4% | +27.9% |
| 5Y | +101.8% | +51.1% | +50.8% | +53.4% |
| 10Y | +788.0% | +228.1% | +559.9% | +376.7% |
| All | +915.7% | +327.3% | +588.4% | +408.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling