+64.9%
EL vs ALLE
+217.2%
-152.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.5% |
| 7D | +7.6% | +0.1% | +7.6% | +7.7% |
| 30D | +15.7% | +25.9% | -10.2% | +2.0% |
| 3M | +30.5% | +14.9% | +15.7% | +20.9% |
| 6M | +32.5% | +42.1% | -9.6% | +8.7% |
| YTD | +9.4% | +20.4% | -10.9% | -3.1% |
| 1Y | +28.4% | +14.9% | +13.5% | +16.5% |
| 3Y | +4.4% | +90.1% | -85.7% | -29.6% |
| 5Y | -64.5% | +53.0% | -117.5% | -73.4% |
| 10Y | +64.9% | +208.8% | -143.9% | -10.0% |
| All | +64.9% | +217.2% | -152.3% | -10.0% |
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