+196.8%
ECL vs ALLE
+222.4%
-25.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.2% |
| 7D | -0.8% | -0.6% | -0.2% | -0.4% |
| 30D | +8.1% | +25.3% | -17.2% | -4.1% |
| 3M | +6.4% | +10.3% | -3.9% | +0.7% |
| 6M | +14.8% | +38.0% | -23.3% | -4.1% |
| YTD | +15.5% | +17.8% | -2.3% | +4.0% |
| 1Y | +20.1% | +13.6% | +6.5% | +10.2% |
| 3Y | +77.8% | +89.2% | -11.5% | +18.2% |
| 5Y | +37.9% | +51.1% | -13.2% | +2.4% |
| All | +196.8% | +222.4% | -25.7% | +58.3% |
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