+183.8%
EXC vs ALLE
+233.6%
-49.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.9% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | +9.3% | +26.6% | -17.3% | +0.6% |
| 3M | +1.0% | +13.2% | -12.1% | -3.5% |
| 6M | +5.9% | +42.9% | -36.9% | -7.1% |
| YTD | +7.6% | +21.0% | -13.4% | -0.6% |
| 1Y | +2.4% | +15.2% | -12.7% | -3.8% |
| 3Y | +30.2% | +95.6% | -65.3% | -2.9% |
| 5Y | +41.4% | +53.4% | -12.1% | +13.7% |
| 10Y | +183.8% | +221.5% | -37.7% | +99.9% |
| All | +183.8% | +233.6% | -49.9% | +99.9% |
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