+906.4%
MOD vs ALLE
+222.4%
+683.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.4% |
| 7D | -25.5% | -0.6% | -25.0% | -25.6% |
| 30D | -49.0% | +25.3% | -74.3% | -57.8% |
| 3M | -49.8% | +10.3% | -60.1% | -54.5% |
| 6M | -64.8% | +38.0% | -102.8% | -73.5% |
| YTD | -27.6% | +17.8% | -45.4% | -38.6% |
| 1Y | -35.2% | +13.6% | -48.8% | -43.2% |
| 3Y | +137.1% | +89.2% | +47.9% | +39.1% |
| 5Y | +760.3% | +51.1% | +709.2% | +491.7% |
| All | +906.4% | +222.4% | +683.9% | +381.4% |
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