+708.4%
P vs ALLE
+144.1%
+564.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.8% |
| 7D | +6.5% | -0.2% | +6.8% | +6.6% |
| 30D | +18.8% | -6.8% | +25.6% | +23.5% |
| 3M | +26.7% | +21.0% | +5.7% | +12.3% |
| 6M | +62.2% | +1.1% | +61.1% | +58.9% |
| YTD | +48.5% | -0.5% | +49.0% | +45.7% |
| 1Y | +26.4% | -7.3% | +33.6% | +29.1% |
| 3Y | +159.4% | +42.3% | +117.2% | +97.9% |
| 5Y | +275.8% | +13.5% | +262.3% | +224.6% |
| All | +708.4% | +144.1% | +564.2% | +329.7% |
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