+63.7%
EL vs ALLE
+211.7%
-148.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | +1.5% | +3.6% | -2.0% | -0.3% |
| 30D | +10.0% | +25.9% | -15.9% | -3.0% |
| 3M | +28.4% | +15.8% | +12.7% | +18.5% |
| 6M | +37.1% | +48.1% | -11.0% | +10.0% |
| YTD | +7.8% | +22.0% | -14.1% | -5.2% |
| 1Y | +26.0% | +18.0% | +8.0% | +12.7% |
| 3Y | +3.8% | +93.1% | -89.3% | -30.6% |
| 5Y | -65.2% | +52.1% | -117.3% | -73.9% |
| All | +63.7% | +211.7% | -148.0% | -11.6% |
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