+800.7%
MSCI vs ALLE
+217.2%
+583.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.9% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +16.2% | +25.9% | -9.7% | +3.9% |
| 3M | +17.1% | +14.9% | +2.2% | +9.1% |
| 6M | +13.0% | +42.1% | -29.1% | -6.0% |
| YTD | +15.8% | +20.4% | -4.6% | +3.4% |
| 1Y | +15.5% | +14.9% | +0.6% | +5.6% |
| 3Y | +32.3% | +90.1% | -57.8% | -10.1% |
| 5Y | +8.2% | +53.0% | -44.8% | -18.6% |
| 10Y | +800.7% | +208.8% | +591.9% | +412.6% |
| All | +800.7% | +217.2% | +583.5% | +412.6% |
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