+321.5%
EAT vs ALLE
+217.2%
+104.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | -5.9% | +0.1% | -6.0% | -5.9% |
| 30D | +0.7% | +25.9% | -25.3% | -14.0% |
| 3M | -14.2% | +14.9% | -29.1% | -22.4% |
| 6M | +40.7% | +42.1% | -1.4% | +9.2% |
| YTD | +36.0% | +20.4% | +15.6% | +16.7% |
| 1Y | +83.1% | +14.9% | +68.2% | +62.2% |
| 3Y | +474.8% | +90.1% | +384.7% | +236.0% |
| 5Y | +347.6% | +53.0% | +294.6% | +201.3% |
| 10Y | +321.5% | +208.8% | +112.7% | +120.2% |
| All | +321.5% | +217.2% | +104.3% | +120.2% |
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