+377.8%
ETR vs ALLE
+212.2%
+165.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | 0.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +7.7% | +27.4% | -19.7% | -0.8% |
| 3M | +5.7% | +13.8% | -8.1% | +0.9% |
| 6M | -0.3% | +45.5% | -45.8% | -12.8% |
| YTD | +23.4% | +21.4% | +2.0% | +14.0% |
| 1Y | +18.5% | +15.4% | +3.1% | +11.5% |
| 3Y | +155.6% | +91.7% | +63.9% | +94.9% |
| 5Y | +158.7% | +54.5% | +104.2% | +109.7% |
| 10Y | +377.8% | +210.5% | +167.2% | +236.2% |
| All | +377.8% | +212.2% | +165.6% | +236.2% |
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