+325.3%
IR vs ALLE
+169.5%
+155.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.0% |
| 7D | +3.7% | -0.6% | +4.2% | +4.0% |
| 30D | +7.4% | +25.3% | -17.9% | -8.3% |
| 3M | -5.9% | +10.3% | -16.2% | -12.7% |
| 6M | +5.6% | +38.0% | -32.5% | -16.0% |
| YTD | +4.8% | +17.8% | -12.9% | -7.6% |
| 1Y | +6.9% | +13.6% | -6.7% | -3.5% |
| 3Y | +27.6% | +89.2% | -61.7% | -19.0% |
| 5Y | +45.8% | +51.1% | -5.3% | +5.4% |
| All | +325.3% | +169.5% | +155.7% | +110.4% |
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