+350.1%
ETR vs ALLE
+222.4%
+127.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.5% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | +7.5% | +25.3% | -17.8% | -0.4% |
| 3M | +4.4% | +10.3% | -5.9% | +0.8% |
| 6M | -1.5% | +38.0% | -39.6% | -12.3% |
| YTD | +21.8% | +17.8% | +4.0% | +13.8% |
| 1Y | +18.4% | +13.6% | +4.8% | +11.9% |
| 3Y | +148.5% | +89.2% | +59.3% | +90.5% |
| 5Y | +152.6% | +51.1% | +101.6% | +106.5% |
| All | +350.1% | +222.4% | +127.6% | +221.9% |
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