+76.2%
O vs ALLE
+211.7%
-135.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -0.4% | +3.6% | -3.9% | -1.8% |
| 30D | +7.1% | +25.9% | -18.8% | -2.7% |
| 3M | -5.2% | +15.8% | -21.0% | -11.0% |
| 6M | -1.8% | +48.1% | -49.9% | -17.2% |
| YTD | +9.1% | +22.0% | -12.9% | -1.2% |
| 1Y | +9.7% | +18.0% | -8.4% | +0.7% |
| 3Y | +39.1% | +93.1% | -53.9% | -0.6% |
| 5Y | +8.4% | +52.1% | -43.7% | -15.2% |
| All | +76.2% | +211.7% | -135.5% | +9.3% |
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