+686.6%
P vs ALLE
+222.4%
+464.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.5% | +4.1% |
| 7D | -23.8% | -0.6% | -23.2% | -23.6% |
| 30D | -36.6% | +25.3% | -62.0% | -44.7% |
| 3M | +10.9% | +10.3% | +0.6% | +3.6% |
| 6M | +30.0% | +38.0% | -8.1% | +5.3% |
| YTD | +44.4% | +17.8% | +26.6% | +27.1% |
| 1Y | +3.9% | +13.6% | -9.7% | -6.5% |
| 3Y | +176.6% | +89.2% | +87.4% | +75.3% |
| 5Y | +249.3% | +51.1% | +198.2% | +151.0% |
| All | +686.6% | +222.4% | +464.1% | +246.9% |
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