+60.0%
EL vs ALLE
+233.6%
-173.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +1.4% |
| 7D | +8.0% | -0.6% | +8.6% | +8.4% |
| 30D | +15.4% | +26.6% | -11.2% | +1.5% |
| 3M | +28.5% | +13.2% | +15.3% | +20.0% |
| 6M | +32.2% | +42.9% | -10.6% | +8.3% |
| YTD | +9.2% | +21.0% | -11.8% | -3.5% |
| 1Y | +30.8% | +15.2% | +15.6% | +18.6% |
| 3Y | +3.7% | +95.6% | -91.9% | -31.1% |
| 5Y | -64.8% | +53.4% | -118.2% | -73.6% |
| 10Y | +60.0% | +221.5% | -161.5% | -13.3% |
| All | +60.0% | +233.6% | -173.6% | -13.3% |
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