+556.1%
ON vs ALLE
+212.2%
+344.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +4.9% | +5.1% |
| 7D | +3.3% | -0.8% | +4.2% | +4.4% |
| 30D | -3.1% | +27.4% | -30.5% | -21.2% |
| 3M | -9.2% | +13.8% | -23.1% | -19.3% |
| 6M | -31.4% | +45.5% | -76.8% | -51.4% |
| YTD | +36.0% | +21.4% | +14.6% | +11.2% |
| 1Y | +52.0% | +15.4% | +36.7% | +29.9% |
| 3Y | +9.3% | +91.7% | -82.4% | -40.9% |
| 5Y | +26.5% | +54.5% | -28.0% | -17.9% |
| 10Y | +556.1% | +210.5% | +345.6% | +178.7% |
| All | +556.1% | +212.2% | +344.0% | +178.7% |
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