+125.9%
EWJ vs ALLE
+211.7%
-85.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +4.0% | +3.6% | +0.4% | +2.9% |
| 30D | -4.3% | +25.9% | -30.1% | -11.1% |
| 3M | -6.8% | +15.8% | -22.6% | -11.2% |
| 6M | -0.9% | +48.1% | -49.0% | -13.3% |
| YTD | +14.3% | +22.0% | -7.7% | +6.1% |
| 1Y | +15.3% | +18.0% | -2.7% | +8.2% |
| 3Y | +65.6% | +93.1% | -27.5% | +29.9% |
| 5Y | +47.5% | +52.1% | -4.6% | +23.0% |
| All | +125.9% | +211.7% | -85.8% | +48.7% |
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