+301.3%
LOW vs ALLE
+212.2%
+89.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.6% |
| 7D | +1.0% | -0.8% | +1.8% | +1.4% |
| 30D | +25.6% | +27.4% | -1.8% | +9.3% |
| 3M | +5.3% | +13.8% | -8.5% | -2.4% |
| 6M | +3.7% | +45.5% | -41.8% | -16.9% |
| YTD | -1.9% | +21.4% | -23.2% | -13.2% |
| 1Y | +0.6% | +15.4% | -14.8% | -8.5% |
| 3Y | +26.4% | +91.7% | -65.3% | -15.6% |
| 5Y | +10.1% | +54.5% | -44.4% | -18.4% |
| 10Y | +301.3% | +210.5% | +90.7% | +107.2% |
| All | +301.3% | +212.2% | +89.1% | +107.2% |
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