+207.0%
ET vs ALLE
+222.4%
-15.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -7.9% | -0.6% | -7.3% | -7.8% |
| 30D | -5.9% | +25.3% | -31.3% | -13.7% |
| 3M | -5.2% | +10.3% | -15.5% | -9.1% |
| 6M | +0.3% | +38.0% | -37.8% | -12.3% |
| YTD | +23.1% | +17.8% | +5.3% | +13.7% |
| 1Y | +22.7% | +13.6% | +9.1% | +14.8% |
| 3Y | +75.4% | +89.2% | -13.8% | +28.5% |
| 5Y | +202.6% | +51.1% | +151.6% | +138.9% |
| All | +207.0% | +222.4% | -15.5% | +68.2% |
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