+568.4%
MA vs ALLE
+217.2%
+351.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +11.8% | +25.9% | -14.1% | -0.7% |
| 3M | +17.2% | +14.9% | +2.3% | +8.7% |
| 6M | +33.4% | +42.1% | -8.7% | +10.0% |
| YTD | +16.1% | +20.4% | -4.2% | +3.3% |
| 1Y | +19.9% | +14.9% | +5.1% | +9.3% |
| 3Y | +70.1% | +90.1% | -20.0% | +12.5% |
| 5Y | +89.6% | +53.0% | +36.7% | +39.5% |
| 10Y | +568.4% | +208.8% | +359.6% | +242.6% |
| All | +568.4% | +217.2% | +351.2% | +242.6% |
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