+240.9%
DIA vs ALLE
+233.6%
+7.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.0% |
| 7D | +0.8% | -0.6% | +1.4% | +1.1% |
| 30D | +1.4% | +26.6% | -25.2% | -8.6% |
| 3M | -2.7% | +13.2% | -15.9% | -8.1% |
| 6M | +6.2% | +42.9% | -36.7% | -10.0% |
| YTD | +10.1% | +21.0% | -10.9% | -0.4% |
| 1Y | +13.0% | +15.2% | -2.1% | +4.5% |
| 3Y | +61.9% | +95.6% | -33.7% | +14.1% |
| 5Y | +57.1% | +53.4% | +3.7% | +21.6% |
| 10Y | +240.9% | +221.5% | +19.4% | +93.4% |
| All | +240.9% | +233.6% | +7.2% | +93.4% |
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