+495.8%
EWT vs ALLE
+148.2%
+347.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +1.6% | +2.8% | -1.1% | +0.7% |
| 30D | +8.2% | -7.6% | +15.8% | +11.0% |
| 3M | +11.1% | +22.8% | -11.7% | +3.1% |
| 6M | +60.4% | +4.6% | +55.8% | +57.0% |
| YTD | +75.6% | -1.2% | +76.8% | +74.5% |
| 1Y | +91.3% | -9.1% | +100.5% | +95.3% |
| 3Y | +200.3% | +50.0% | +150.3% | +154.1% |
| 5Y | +156.4% | +15.2% | +141.1% | +133.2% |
| 10Y | +495.8% | +151.1% | +344.7% | +313.3% |
| All | +495.8% | +148.2% | +347.6% | +313.3% |
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