+504.4%
NOW vs ALLE
+208.6%
+295.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -1.7% | +1.6% | -3.2% | -2.4% |
| 30D | -27.4% | +24.1% | -51.5% | -35.5% |
| 3M | -19.4% | +14.8% | -34.3% | -25.7% |
| 6M | +13.1% | +45.9% | -32.8% | -8.9% |
| YTD | -34.3% | +20.7% | -55.0% | -42.5% |
| 1Y | -41.8% | +14.2% | -55.9% | -47.5% |
| 3Y | -20.7% | +90.7% | -111.4% | -48.7% |
| 5Y | -27.2% | +50.6% | -77.8% | -46.6% |
| All | +504.4% | +208.6% | +295.8% | +176.9% |
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