+266.6%
EW vs ALLE
+208.6%
+58.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +4.9% | +1.6% | +3.4% | +4.3% |
| 30D | +24.1% | +24.1% | 0.0% | +13.1% |
| 3M | +13.7% | +14.8% | -1.1% | +6.9% |
| 6M | +32.7% | +45.9% | -13.2% | +11.9% |
| YTD | +24.1% | +20.7% | +3.4% | +12.4% |
| 1Y | +23.6% | +14.2% | +9.4% | +14.7% |
| 3Y | +64.8% | +90.7% | -25.9% | +16.1% |
| 5Y | -8.8% | +50.6% | -59.3% | -29.2% |
| All | +266.6% | +208.6% | +58.0% | +96.0% |
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