+141.8%
ED vs ALLE
+212.2%
-70.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -0.9% | -0.8% | -0.1% | -0.7% |
| 30D | +11.2% | +27.4% | -16.2% | +4.6% |
| 3M | +11.8% | +13.8% | -2.1% | +8.0% |
| 6M | +14.1% | +45.5% | -31.4% | +3.4% |
| YTD | +23.0% | +21.4% | +1.6% | +16.0% |
| 1Y | +23.7% | +15.4% | +8.3% | +18.2% |
| 3Y | +47.7% | +91.7% | -44.0% | +21.0% |
| 5Y | +82.6% | +54.5% | +28.1% | +56.1% |
| 10Y | +141.8% | +210.5% | -68.8% | +85.3% |
| All | +141.8% | +212.2% | -70.4% | +85.3% |
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