+337.2%
IR vs ALLE
+176.4%
+160.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +4.3% | +1.6% | +2.7% | +3.2% |
| 30D | +8.1% | +24.1% | -16.0% | -7.0% |
| 3M | +0.7% | +14.8% | -14.1% | -8.9% |
| 6M | +16.6% | +45.9% | -29.3% | -10.5% |
| YTD | +7.8% | +20.7% | -13.0% | -6.5% |
| 1Y | +9.9% | +14.2% | -4.3% | -1.0% |
| 3Y | +25.2% | +90.7% | -65.5% | -20.8% |
| 5Y | +46.8% | +50.6% | -3.8% | +6.4% |
| All | +337.2% | +176.4% | +160.9% | +113.0% |
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