+197.7%
ECL vs ALLE
+233.6%
-35.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +0.6% |
| 7D | -0.5% | -0.6% | +0.1% | -0.2% |
| 30D | +8.8% | +26.6% | -17.8% | -4.0% |
| 3M | +7.8% | +13.2% | -5.3% | +0.7% |
| 6M | +21.3% | +42.9% | -21.6% | -0.4% |
| YTD | +17.8% | +21.0% | -3.2% | +4.6% |
| 1Y | +21.1% | +15.2% | +5.9% | +10.4% |
| 3Y | +80.1% | +95.6% | -15.5% | +17.7% |
| 5Y | +40.5% | +53.4% | -12.9% | +3.6% |
| 10Y | +197.7% | +221.5% | -23.7% | +57.5% |
| All | +197.7% | +233.6% | -35.9% | +57.5% |
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