+90.3%
IT vs ALLE
+233.6%
-143.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -1.0% |
| 7D | -18.8% | -0.6% | -18.2% | -18.4% |
| 30D | -0.1% | +26.6% | -26.7% | -11.8% |
| 3M | +2.9% | +13.2% | -10.3% | -3.7% |
| 6M | +20.4% | +42.9% | -22.5% | -0.8% |
| YTD | -24.3% | +21.0% | -45.3% | -32.8% |
| 1Y | -17.2% | +15.2% | -32.3% | -24.5% |
| 3Y | -52.4% | +95.6% | -148.0% | -68.5% |
| 5Y | -43.7% | +53.4% | -97.1% | -57.9% |
| 10Y | +90.3% | +221.5% | -131.2% | +3.6% |
| All | +90.3% | +233.6% | -143.3% | +3.6% |
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