+69.1%
EFX vs ALLE
+233.6%
-164.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.4% | -2.2% |
| 7D | -2.2% | -0.6% | -1.5% | -1.9% |
| 30D | +29.2% | +26.6% | +2.6% | +13.3% |
| 3M | +3.5% | +13.2% | -9.7% | -3.6% |
| 6M | +7.8% | +42.9% | -35.1% | -12.3% |
| YTD | -12.4% | +21.0% | -33.5% | -22.6% |
| 1Y | -8.2% | +15.2% | -23.4% | -16.6% |
| 3Y | +4.7% | +95.6% | -90.9% | -29.8% |
| 5Y | -32.0% | +53.4% | -85.5% | -48.9% |
| 10Y | +69.1% | +221.5% | -152.4% | -2.9% |
| All | +69.1% | +233.6% | -164.6% | -2.9% |
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