+349.8%
EAT vs ALLE
+233.6%
+116.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.2% | -3.3% |
| 7D | -3.9% | -0.6% | -3.3% | -3.5% |
| 30D | +5.0% | +26.6% | -21.6% | -10.6% |
| 3M | -9.6% | +13.2% | -22.8% | -17.4% |
| 6M | +46.8% | +42.9% | +3.9% | +13.4% |
| YTD | +41.8% | +21.0% | +20.8% | +21.3% |
| 1Y | +98.3% | +15.2% | +83.1% | +75.4% |
| 3Y | +503.1% | +95.6% | +407.5% | +245.0% |
| 5Y | +356.7% | +53.4% | +303.2% | +207.0% |
| 10Y | +349.8% | +221.5% | +128.3% | +131.1% |
| All | +349.8% | +233.6% | +116.2% | +131.1% |
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