+510.2%
GEV vs ALLE
+45.6%
+464.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.8% |
| 7D | -13.2% | +0.1% | -13.3% | -13.2% |
| 30D | -20.6% | +25.9% | -46.5% | -26.0% |
| 3M | -19.5% | +14.9% | -34.4% | -22.5% |
| 6M | -23.3% | +42.1% | -65.4% | -31.9% |
| YTD | +22.2% | +20.4% | +1.9% | +13.8% |
| 1Y | +37.8% | +14.9% | +22.9% | +30.6% |
| All | +510.2% | +45.6% | +464.6% | +361.3% |
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