-4.9%
DOW vs ALLE
+130.1%
-135.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | -9.5% | -0.6% | -8.9% | -9.3% |
| 30D | +13.1% | +25.3% | -12.3% | -1.0% |
| 3M | +4.8% | +10.3% | -5.5% | -1.6% |
| 6M | -16.7% | +38.0% | -54.7% | -32.6% |
| YTD | +38.9% | +17.8% | +21.1% | +22.4% |
| 1Y | +48.3% | +13.6% | +34.7% | +33.8% |
| 3Y | -24.4% | +89.2% | -113.6% | -52.8% |
| 5Y | -29.2% | +51.1% | -80.3% | -50.1% |
| All | -4.9% | +130.1% | -135.0% | -51.0% |
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