-81.1%
PATH vs ALLE
+51.8%
-132.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -1.8% |
| 7D | -5.6% | 0.0% | -5.6% | -5.7% |
| 30D | -0.7% | +20.6% | -21.3% | -13.1% |
| 3M | -5.9% | +11.4% | -17.3% | -13.2% |
| 6M | +21.6% | +42.5% | -21.0% | -7.4% |
| YTD | -20.6% | +18.9% | -39.5% | -32.2% |
| 1Y | -10.6% | +14.2% | -24.7% | -21.4% |
| 3Y | -24.9% | +90.7% | -115.6% | -60.8% |
| 5Y | -76.8% | +52.5% | -129.3% | -86.3% |
| All | -81.1% | +51.8% | -132.9% | -88.5% |
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