+785.4%
MSCI vs ALLE
+222.4%
+562.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -1.8% |
| 7D | +2.8% | -0.6% | +3.4% | +3.2% |
| 30D | +15.4% | +25.3% | -9.9% | +3.5% |
| 3M | +13.4% | +10.3% | +3.1% | +7.8% |
| 6M | +10.9% | +38.0% | -27.1% | -6.4% |
| YTD | +13.0% | +17.8% | -4.8% | +2.0% |
| 1Y | +12.0% | +13.6% | -1.6% | +3.0% |
| 3Y | +34.1% | +89.2% | -55.1% | -8.7% |
| 5Y | +3.9% | +51.1% | -47.2% | -21.3% |
| All | +785.4% | +222.4% | +562.9% | +399.1% |
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