+535.7%
ON vs ALLE
+217.2%
+318.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.2% |
| 7D | -4.1% | +0.1% | -4.2% | -3.9% |
| 30D | -10.2% | +25.9% | -36.1% | -26.3% |
| 3M | -12.7% | +14.9% | -27.6% | -23.0% |
| 6M | -32.5% | +42.1% | -74.7% | -51.3% |
| YTD | +28.6% | +20.4% | +8.2% | +5.8% |
| 1Y | +43.4% | +14.9% | +28.6% | +22.9% |
| 3Y | +3.3% | +90.1% | -86.8% | -43.8% |
| 5Y | +22.5% | +53.0% | -30.5% | -19.8% |
| 10Y | +535.7% | +208.8% | +326.9% | +169.7% |
| All | +535.7% | +217.2% | +318.5% | +169.7% |
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