+707.9%
P vs ALLE
+233.6%
+474.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.5% | +4.8% |
| 7D | -9.6% | -0.6% | -9.0% | -9.1% |
| 30D | -33.4% | +26.6% | -60.0% | -42.2% |
| 3M | +14.2% | +13.2% | +1.0% | +5.2% |
| 6M | +31.6% | +42.9% | -11.3% | +4.7% |
| YTD | +53.5% | +21.0% | +32.4% | +33.2% |
| 1Y | +14.2% | +15.2% | -1.0% | +2.2% |
| 3Y | +190.5% | +95.6% | +94.9% | +80.9% |
| 5Y | +256.3% | +53.4% | +202.9% | +154.5% |
| 10Y | +707.9% | +221.5% | +486.4% | +264.9% |
| All | +707.9% | +233.6% | +474.2% | +264.9% |
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