+235.3%
DIA vs ALLE
+208.6%
+26.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.1% |
| 7D | +1.6% | +1.6% | 0.0% | +0.9% |
| 30D | +1.2% | +24.1% | -22.9% | -8.0% |
| 3M | -2.4% | +14.8% | -17.2% | -8.4% |
| 6M | +5.7% | +45.9% | -40.2% | -11.3% |
| YTD | +9.9% | +20.7% | -10.8% | -0.5% |
| 1Y | +9.8% | +14.2% | -4.4% | +1.9% |
| 3Y | +59.8% | +90.7% | -30.9% | +14.0% |
| 5Y | +57.7% | +50.6% | +7.1% | +23.2% |
| All | +235.3% | +208.6% | +26.7% | +92.2% |
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