+514.0%
NOW vs ALLE
+211.7%
+302.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.1% |
| 7D | +0.3% | +3.6% | -3.3% | -1.4% |
| 30D | -27.0% | +25.9% | -52.8% | -35.6% |
| 3M | -19.6% | +15.8% | -35.4% | -26.1% |
| 6M | +17.5% | +48.1% | -30.6% | -6.2% |
| YTD | -33.3% | +22.0% | -55.2% | -41.9% |
| 1Y | -39.8% | +18.0% | -57.9% | -46.8% |
| 3Y | -19.9% | +93.1% | -113.0% | -48.5% |
| 5Y | -26.1% | +52.1% | -78.1% | -46.1% |
| All | +514.0% | +211.7% | +302.3% | +179.9% |
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