+149.6%
IBM vs ALLE
+222.4%
-72.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.5% |
| 7D | -5.0% | -0.6% | -4.4% | -4.8% |
| 30D | +11.1% | +25.3% | -14.2% | +1.3% |
| 3M | +5.7% | +10.3% | -4.6% | +1.3% |
| 6M | +10.1% | +38.0% | -27.9% | -4.1% |
| YTD | -15.6% | +17.8% | -33.4% | -22.2% |
| 1Y | -19.5% | +13.6% | -33.1% | -24.7% |
| 3Y | +80.4% | +89.2% | -8.8% | +31.1% |
| 5Y | +140.0% | +51.1% | +88.9% | +88.5% |
| All | +149.6% | +222.4% | -72.9% | +39.4% |
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