+23.1%
Q vs ALLE
+11.5%
+11.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.3% | +6.5% |
| 7D | +0.3% | -0.6% | +0.8% | +0.5% |
| 30D | -9.8% | +25.3% | -35.1% | -15.3% |
| 3M | -12.2% | +10.3% | -22.5% | -13.4% |
| 6M | -21.6% | +38.0% | -59.7% | -30.5% |
| YTD | +43.6% | +17.8% | +25.8% | +32.9% |
| 1Y | +25.7% | +13.6% | +12.1% | +20.3% |
| All | +23.1% | +11.5% | +11.6% | +22.0% |
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