+123.1%
EWJ vs ALLE
+217.2%
-94.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -2.4% | +0.1% | -2.5% | -2.3% |
| 30D | -7.6% | +25.9% | -33.6% | -14.3% |
| 3M | -5.9% | +14.9% | -20.8% | -10.2% |
| 6M | -1.5% | +42.1% | -43.6% | -12.6% |
| YTD | +12.6% | +20.4% | -7.8% | +5.0% |
| 1Y | +12.7% | +14.9% | -2.2% | +6.6% |
| 3Y | +63.1% | +90.1% | -27.0% | +28.5% |
| 5Y | +48.2% | +53.0% | -4.8% | +23.3% |
| 10Y | +123.1% | +208.8% | -85.7% | +47.6% |
| All | +123.1% | +217.2% | -94.1% | +47.6% |
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