-80.4%
PATH vs ALLE
+56.3%
-136.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +1.7% |
| 7D | -4.8% | +6.7% | -11.5% | -9.0% |
| 30D | +2.7% | +25.4% | -22.7% | -12.5% |
| 3M | -4.2% | +16.9% | -21.1% | -14.6% |
| 6M | +24.7% | +46.6% | -21.8% | -6.7% |
| YTD | -17.6% | +22.4% | -40.0% | -30.9% |
| 1Y | -5.3% | +17.7% | -23.1% | -18.5% |
| 3Y | -22.0% | +96.3% | -118.3% | -60.1% |
| 5Y | -76.5% | +57.4% | -133.9% | -86.3% |
| All | -80.4% | +56.3% | -136.7% | -88.3% |
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