+158.6%
GE vs ALLE
+212.2%
-53.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.0% |
| 7D | +4.0% | -0.8% | +4.9% | +4.6% |
| 30D | +11.1% | +27.4% | -16.3% | -3.3% |
| 3M | -6.7% | +13.8% | -20.6% | -13.8% |
| 6M | +14.3% | +45.5% | -31.2% | -8.5% |
| YTD | +11.7% | +21.4% | -9.7% | -1.9% |
| 1Y | +10.9% | +15.4% | -4.5% | +0.1% |
| 3Y | +279.0% | +91.7% | +187.3% | +144.3% |
| 5Y | +427.0% | +54.5% | +372.5% | +278.4% |
| 10Y | +158.6% | +210.5% | -52.0% | +38.2% |
| All | +158.6% | +212.2% | -53.6% | +38.2% |
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