+98.7%
INTC vs ALLE
+222.4%
-123.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.9% | +8.6% | +8.2% |
| 7D | -14.4% | -0.6% | -13.9% | -14.3% |
| 30D | -50.2% | +25.3% | -75.6% | -56.1% |
| 3M | -43.6% | +10.3% | -53.9% | -47.0% |
| 6M | -50.2% | +38.0% | -88.2% | -58.9% |
| YTD | +52.5% | +17.8% | +34.7% | +35.8% |
| 1Y | +51.1% | +13.6% | +37.5% | +37.3% |
| 3Y | +50.3% | +89.2% | -38.9% | +1.6% |
| 5Y | +19.2% | +51.1% | -31.9% | -10.7% |
| All | +98.7% | +222.4% | -123.7% | +7.3% |
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