+44.1%
PL vs ALLE
+46.5%
-2.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +5.6% | +0.1% | +5.6% | +5.8% |
| 30D | -16.9% | +25.9% | -42.9% | -29.1% |
| 3M | -38.2% | +14.9% | -53.1% | -44.0% |
| 6M | -63.4% | +42.1% | -105.6% | -71.7% |
| YTD | -27.6% | +20.4% | -48.0% | -38.3% |
| 1Y | +6.6% | +14.9% | -8.3% | -5.4% |
| 3Y | +557.6% | +90.1% | +467.5% | +302.5% |
| 5Y | +39.5% | +53.0% | -13.5% | -7.6% |
| All | +44.1% | +46.5% | -2.3% | -4.6% |
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