+81.1%
EWZ vs ALLE
+144.1%
-63.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.2% |
| 7D | +6.5% | -0.2% | +6.7% | +6.6% |
| 30D | +4.8% | -6.8% | +11.6% | +8.0% |
| 3M | +9.9% | +21.0% | -11.1% | 0.0% |
| 6M | +1.9% | +1.1% | +0.8% | +0.4% |
| YTD | +20.3% | -0.5% | +20.8% | +18.8% |
| 1Y | +35.6% | -7.3% | +42.9% | +37.9% |
| 3Y | +43.4% | +42.3% | +1.2% | +15.3% |
| 5Y | +55.9% | +13.5% | +42.5% | +37.9% |
| All | +81.1% | +144.1% | -63.0% | +14.4% |
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