+216.5%
EWY vs ALLE
+217.2%
-0.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.8% |
| 7D | -10.2% | +0.1% | -10.3% | -10.1% |
| 30D | -21.5% | +25.9% | -47.4% | -29.2% |
| 3M | -14.7% | +14.9% | -29.6% | -20.1% |
| 6M | -26.8% | +42.1% | -68.9% | -37.8% |
| YTD | +43.2% | +20.4% | +22.8% | +30.5% |
| 1Y | +48.7% | +14.9% | +33.9% | +38.2% |
| 3Y | +147.9% | +90.1% | +57.8% | +79.7% |
| 5Y | +98.8% | +53.0% | +45.9% | +55.8% |
| 10Y | +216.5% | +208.8% | +7.7% | +85.3% |
| All | +216.5% | +217.2% | -0.7% | +85.3% |
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