+150.0%
GEN vs ALLE
+233.6%
-83.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | -0.9% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | +28.2% | +26.6% | +1.6% | +18.6% |
| 3M | +2.6% | +13.2% | -10.6% | -1.6% |
| 6M | +32.7% | +42.9% | -10.2% | +17.4% |
| YTD | +11.3% | +21.0% | -9.8% | +3.6% |
| 1Y | +17.9% | +15.2% | +2.8% | +11.6% |
| 3Y | +66.3% | +95.6% | -29.3% | +30.7% |
| 5Y | +31.7% | +53.4% | -21.7% | +9.8% |
| 10Y | +150.0% | +221.5% | -71.5% | +52.2% |
| All | +150.0% | +233.6% | -83.6% | +52.2% |
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