+78.2%
O vs ALLE
+233.6%
-155.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.3% |
| 7D | +3.3% | -0.6% | +4.0% | +3.6% |
| 30D | +10.3% | +26.6% | -16.3% | +0.1% |
| 3M | -3.5% | +13.2% | -16.6% | -8.5% |
| 6M | -1.3% | +42.9% | -44.2% | -15.5% |
| YTD | +10.3% | +21.0% | -10.7% | +0.3% |
| 1Y | +10.4% | +15.2% | -4.8% | +2.5% |
| 3Y | +40.0% | +95.6% | -55.6% | -0.4% |
| 5Y | +12.4% | +53.4% | -41.1% | -12.5% |
| 10Y | +78.2% | +221.5% | -143.3% | +13.0% |
| All | +78.2% | +233.6% | -155.4% | +13.0% |
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