+452.3%
EWT vs ALLE
+211.7%
+240.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +9.1% | +3.6% | +5.6% | +8.0% |
| 30D | -12.2% | +25.9% | -38.1% | -18.7% |
| 3M | -9.4% | +15.8% | -25.2% | -13.9% |
| 6M | +2.7% | +48.1% | -45.4% | -10.5% |
| YTD | +53.3% | +22.0% | +31.3% | +41.9% |
| 1Y | +59.2% | +18.0% | +41.1% | +48.9% |
| 3Y | +157.1% | +93.1% | +64.0% | +99.9% |
| 5Y | +119.6% | +52.1% | +67.5% | +82.0% |
| All | +452.3% | +211.7% | +240.6% | +261.6% |
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