+1,152.0%
JBL vs ALLE
+233.6%
+918.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.9% | +3.9% |
| 7D | -5.2% | -0.6% | -4.5% | -4.7% |
| 30D | -17.5% | +26.6% | -44.1% | -29.5% |
| 3M | -26.0% | +13.2% | -39.1% | -32.1% |
| 6M | -28.9% | +42.9% | -71.7% | -44.3% |
| YTD | +10.8% | +21.0% | -10.2% | -4.4% |
| 1Y | +18.3% | +15.2% | +3.2% | +5.5% |
| 3Y | +102.2% | +95.6% | +6.6% | +22.1% |
| 5Y | +303.2% | +53.4% | +249.8% | +181.5% |
| 10Y | +1,152.0% | +221.5% | +930.5% | +516.3% |
| All | +1,152.0% | +233.6% | +918.4% | +516.3% |
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