+1,447.6%
JBL vs ALLE
+148.2%
+1,299.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +1.0% |
| 7D | +4.4% | +2.8% | +1.6% | +2.6% |
| 30D | -8.4% | -7.6% | -0.8% | -3.8% |
| 3M | -14.2% | +22.8% | -36.9% | -25.5% |
| 6M | +29.6% | +4.6% | +25.0% | +24.6% |
| YTD | +37.1% | -1.2% | +38.3% | +35.4% |
| 1Y | +49.5% | -9.1% | +58.6% | +55.6% |
| 3Y | +192.7% | +50.0% | +142.7% | +111.7% |
| 5Y | +411.3% | +15.2% | +396.1% | +332.8% |
| 10Y | +1,447.6% | +151.1% | +1,296.5% | +770.7% |
| All | +1,447.6% | +148.2% | +1,299.4% | +770.7% |
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