+111.2%
MO vs ALLE
+146.0%
-34.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.3% |
| 7D | -2.4% | -2.2% | -0.2% | -1.9% |
| 30D | +3.6% | -8.3% | +11.9% | +5.9% |
| 3M | -3.7% | +16.3% | -20.0% | -7.8% |
| 6M | +4.5% | +1.8% | +2.7% | +3.4% |
| YTD | +21.5% | -3.9% | +25.5% | +21.8% |
| 1Y | +9.5% | -10.0% | +19.5% | +11.6% |
| 3Y | +93.6% | +45.8% | +47.7% | +67.7% |
| 5Y | +97.5% | +13.3% | +84.2% | +82.8% |
| 10Y | +111.2% | +155.3% | -44.1% | +53.9% |
| All | +111.2% | +146.0% | -34.8% | +53.9% |
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