+581.1%
ON vs ALLE
+145.7%
+435.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.2% |
| 7D | +2.4% | -0.2% | +2.7% | +2.6% |
| 30D | -3.3% | -6.8% | +3.5% | +2.2% |
| 3M | -43.6% | +21.0% | -64.6% | -53.1% |
| 6M | +19.0% | +1.1% | +17.8% | +15.2% |
| YTD | +37.4% | -0.5% | +37.9% | +33.5% |
| 1Y | +54.8% | -7.3% | +62.0% | +59.7% |
| 3Y | -25.2% | +42.3% | -67.4% | -47.4% |
| 5Y | +62.7% | +13.5% | +49.3% | +37.5% |
| All | +581.1% | +145.7% | +435.4% | +242.5% |
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