+219.4%
EWY vs ALLE
+233.6%
-14.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +2.5% |
| 7D | -6.3% | -0.6% | -5.6% | -5.9% |
| 30D | -19.8% | +26.6% | -46.4% | -27.9% |
| 3M | -14.4% | +13.2% | -27.6% | -19.3% |
| 6M | -25.3% | +42.9% | -68.2% | -36.6% |
| YTD | +46.2% | +21.0% | +25.1% | +32.9% |
| 1Y | +58.3% | +15.2% | +43.1% | +46.9% |
| 3Y | +155.0% | +95.6% | +59.4% | +82.6% |
| 5Y | +99.5% | +53.4% | +46.1% | +56.2% |
| 10Y | +219.4% | +221.5% | -2.1% | +86.3% |
| All | +219.4% | +233.6% | -14.2% | +86.3% |
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