+55.2%
HYG vs ALLE
+158.4%
-103.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -0.7% | -2.4% | +1.7% | -0.3% |
| 30D | -0.7% | -7.7% | +7.0% | +0.6% |
| 3M | -0.2% | +15.2% | -15.4% | -2.8% |
| 6M | +1.4% | +5.4% | -4.0% | +0.1% |
| YTD | +1.5% | -2.9% | +4.4% | +1.4% |
| 1Y | +2.9% | -12.8% | +15.7% | +4.7% |
| 3Y | +25.6% | +47.2% | -21.5% | +14.9% |
| 5Y | +18.6% | +13.5% | +5.1% | +12.1% |
| All | +55.2% | +158.4% | -103.2% | +28.9% |
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