+515.5%
MAR vs ALLE
+233.6%
+281.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.3% |
| 7D | +0.2% | -0.6% | +0.8% | +0.5% |
| 30D | +14.0% | +26.6% | -12.6% | -0.1% |
| 3M | +18.1% | +13.2% | +4.9% | +9.8% |
| 6M | +18.6% | +42.9% | -24.3% | -4.0% |
| YTD | +35.3% | +21.0% | +14.2% | +18.9% |
| 1Y | +44.5% | +15.2% | +29.3% | +30.8% |
| 3Y | +120.7% | +95.6% | +25.1% | +43.6% |
| 5Y | +164.1% | +53.4% | +110.7% | +93.9% |
| 10Y | +515.5% | +221.5% | +294.0% | +227.1% |
| All | +515.5% | +233.6% | +281.9% | +227.1% |
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