+237.1%
DIA vs ALLE
+212.2%
+24.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | +1.3% | +27.4% | -26.1% | -9.0% |
| 3M | -2.1% | +13.8% | -15.9% | -7.8% |
| 6M | +6.2% | +45.5% | -39.3% | -10.7% |
| YTD | +10.3% | +21.4% | -11.1% | -0.3% |
| 1Y | +11.0% | +15.4% | -4.4% | +2.6% |
| 3Y | +60.4% | +91.7% | -31.3% | +14.2% |
| 5Y | +59.1% | +54.5% | +4.5% | +22.7% |
| 10Y | +237.1% | +210.5% | +26.5% | +93.5% |
| All | +237.1% | +212.2% | +24.9% | +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