+152.0%
GE vs ALLE
+211.7%
-59.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.3% |
| 7D | +2.7% | +3.6% | -0.9% | +0.7% |
| 30D | +8.1% | +25.9% | -17.8% | -5.3% |
| 3M | -7.9% | +15.8% | -23.6% | -15.6% |
| 6M | +12.9% | +48.1% | -35.2% | -10.5% |
| YTD | +8.2% | +22.0% | -13.8% | -5.3% |
| 1Y | +9.7% | +18.0% | -8.4% | -2.3% |
| 3Y | +266.1% | +93.1% | +173.0% | +135.1% |
| 5Y | +407.4% | +52.1% | +355.3% | +268.6% |
| All | +152.0% | +211.7% | -59.7% | +33.7% |
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