+140.0%
EWJ vs ALLE
+146.0%
-6.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.1% |
| 7D | +1.0% | -2.2% | +3.2% | +1.7% |
| 30D | +1.0% | -8.3% | +9.3% | +3.7% |
| 3M | +7.2% | +16.3% | -9.0% | +1.6% |
| 6M | +13.9% | +1.8% | +12.1% | +12.4% |
| YTD | +20.8% | -3.9% | +24.7% | +21.3% |
| 1Y | +26.4% | -10.0% | +36.4% | +29.4% |
| 3Y | +71.8% | +45.8% | +25.9% | +47.7% |
| 5Y | +49.9% | +13.3% | +36.6% | +37.6% |
| 10Y | +140.0% | +155.3% | -15.3% | +69.1% |
| All | +140.0% | +146.0% | -6.0% | +69.1% |
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