+643.2%
GEV vs ALLE
+19.5%
+623.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.4% |
| 7D | +8.1% | +2.8% | +5.3% | +7.1% |
| 30D | -1.9% | -7.6% | +5.7% | +0.8% |
| 3M | +4.1% | +22.8% | -18.7% | -3.9% |
| 6M | +23.2% | +4.6% | +18.6% | +20.5% |
| YTD | +48.9% | -1.2% | +50.1% | +46.9% |
| 1Y | +62.2% | -9.1% | +71.3% | +65.2% |
| All | +643.2% | +19.5% | +623.7% | +495.7% |
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