+149.7%
GEN vs ALLE
+217.2%
-67.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +29.1% | +25.9% | +3.2% | +19.7% |
| 3M | +2.9% | +14.9% | -12.0% | -1.8% |
| 6M | +33.6% | +42.1% | -8.5% | +18.4% |
| YTD | +12.0% | +20.4% | -8.3% | +4.5% |
| 1Y | +16.2% | +14.9% | +1.3% | +10.0% |
| 3Y | +65.1% | +90.1% | -25.0% | +30.9% |
| 5Y | +33.3% | +53.0% | -19.7% | +11.2% |
| 10Y | +149.7% | +208.8% | -59.2% | +56.7% |
| All | +149.7% | +217.2% | -67.6% | +56.7% |
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