+109.3%
INTC vs ALLE
+233.6%
-124.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +4.1% |
| 7D | -1.0% | -0.6% | -0.4% | -0.6% |
| 30D | -43.3% | +26.6% | -69.9% | -50.1% |
| 3M | -41.6% | +13.2% | -54.8% | -45.8% |
| 6M | -52.5% | +42.9% | -95.4% | -61.3% |
| YTD | +60.9% | +21.0% | +39.9% | +41.4% |
| 1Y | +55.7% | +15.2% | +40.5% | +40.7% |
| 3Y | +59.2% | +95.6% | -36.4% | +5.9% |
| 5Y | +25.0% | +53.4% | -28.4% | -6.9% |
| 10Y | +109.3% | +221.5% | -112.2% | +12.1% |
| All | +109.3% | +233.6% | -124.4% | +12.1% |
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