+259.8%
ELV vs ALLE
+148.2%
+111.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -0.3% | +2.8% | -3.1% | -1.3% |
| 30D | +2.0% | -7.6% | +9.6% | +4.8% |
| 3M | -3.5% | +22.8% | -26.3% | -11.3% |
| 6M | +40.2% | +4.6% | +35.6% | +36.5% |
| YTD | +15.8% | -1.2% | +17.1% | +14.8% |
| 1Y | +33.2% | -9.1% | +42.3% | +36.3% |
| 3Y | -6.2% | +50.0% | -56.2% | -24.4% |
| 5Y | +16.4% | +15.2% | +1.2% | +3.9% |
| 10Y | +259.8% | +151.1% | +108.7% | +120.7% |
| All | +259.8% | +148.2% | +111.5% | +120.7% |
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