+82.7%
O vs ALLE
+217.2%
-134.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +3.5% | +0.1% | +3.5% | +3.5% |
| 30D | +10.4% | +25.9% | -15.5% | +0.3% |
| 3M | -2.4% | +14.9% | -17.3% | -8.1% |
| 6M | -1.2% | +42.1% | -43.3% | -15.3% |
| YTD | +10.4% | +20.4% | -10.0% | +0.6% |
| 1Y | +11.4% | +14.9% | -3.4% | +3.5% |
| 3Y | +40.4% | +90.1% | -49.7% | +1.0% |
| 5Y | +12.1% | +53.0% | -40.8% | -12.7% |
| 10Y | +82.7% | +208.8% | -126.1% | +14.9% |
| All | +82.7% | +217.2% | -134.5% | +14.9% |
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