+488.5%
NDAQ vs ALLE
+211.7%
+276.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | +1.3% | +3.6% | -2.3% | -0.2% |
| 30D | +18.0% | +25.9% | -7.9% | +7.0% |
| 3M | +11.5% | +15.8% | -4.2% | +4.6% |
| 6M | +21.1% | +48.1% | -27.0% | +1.6% |
| YTD | +12.8% | +22.0% | -9.2% | +1.8% |
| 1Y | +25.7% | +18.0% | +7.7% | +15.0% |
| 3Y | +116.8% | +93.1% | +23.7% | +55.2% |
| 5Y | +67.3% | +52.1% | +15.2% | +30.9% |
| All | +488.5% | +211.7% | +276.8% | +251.1% |
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