+90.9%
IT vs ALLE
+212.2%
-121.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.7% |
| 7D | -6.8% | -0.8% | -6.0% | -6.4% |
| 30D | -0.6% | +27.4% | -27.9% | -12.6% |
| 3M | +3.1% | +13.8% | -10.8% | -3.8% |
| 6M | +25.5% | +45.5% | -20.0% | +2.3% |
| YTD | -23.5% | +21.4% | -44.9% | -32.2% |
| 1Y | -16.6% | +15.4% | -32.0% | -24.1% |
| 3Y | -53.1% | +91.7% | -144.8% | -68.7% |
| 5Y | -41.4% | +54.5% | -96.0% | -56.4% |
| 10Y | +90.9% | +210.5% | -119.6% | +6.5% |
| All | +90.9% | +212.2% | -121.2% | +6.5% |
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