+240.2%
DIA vs ALLE
+222.4%
+17.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -0.9% | -0.6% | -0.4% | -0.7% |
| 30D | +0.3% | +25.3% | -25.1% | -9.3% |
| 3M | -4.5% | +10.3% | -14.8% | -8.9% |
| 6M | +3.4% | +38.0% | -34.7% | -11.2% |
| YTD | +7.8% | +17.8% | -10.0% | -1.4% |
| 1Y | +10.7% | +13.6% | -2.9% | +2.9% |
| 3Y | +57.5% | +89.2% | -31.7% | +12.6% |
| 5Y | +53.7% | +51.1% | +2.7% | +19.6% |
| All | +240.2% | +222.4% | +17.8% | +93.5% |
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