+209.9%
MET vs ALLE
+233.6%
-23.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +1.8% |
| 7D | +1.3% | -0.6% | +1.9% | +1.7% |
| 30D | +4.0% | +26.6% | -22.6% | -9.9% |
| 3M | +4.6% | +13.2% | -8.6% | -3.4% |
| 6M | +32.8% | +42.9% | -10.1% | +5.3% |
| YTD | +32.3% | +21.0% | +11.3% | +14.7% |
| 1Y | +37.1% | +15.2% | +22.0% | +22.6% |
| 3Y | +86.8% | +95.6% | -8.8% | +14.1% |
| 5Y | +87.4% | +53.4% | +34.0% | +30.8% |
| 10Y | +209.9% | +221.5% | -11.6% | +40.6% |
| All | +209.9% | +233.6% | -23.7% | +40.6% |
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