+293.2%
EWY vs ALLE
+148.2%
+144.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | +8.0% | +2.8% | +5.2% | +6.8% |
| 30D | +14.3% | -7.6% | +22.0% | +18.4% |
| 3M | +2.3% | +22.8% | -20.5% | -6.9% |
| 6M | +49.9% | +4.6% | +45.3% | +46.3% |
| YTD | +95.3% | -1.2% | +96.6% | +95.0% |
| 1Y | +161.7% | -9.1% | +170.9% | +170.0% |
| 3Y | +230.2% | +50.0% | +180.2% | +166.8% |
| 5Y | +148.1% | +15.2% | +132.9% | +121.6% |
| 10Y | +293.2% | +151.1% | +142.1% | +152.7% |
| All | +293.2% | +148.2% | +144.9% | +152.7% |
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