+29.1%
Q vs ALLE
+14.3%
+14.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.9% |
| 7D | +11.5% | +1.6% | +9.9% | +11.1% |
| 30D | -0.2% | +24.1% | -24.3% | -5.5% |
| 3M | -13.6% | +14.8% | -28.4% | -15.7% |
| 6M | -27.0% | +45.9% | -72.9% | -36.7% |
| YTD | +50.5% | +20.7% | +29.8% | +38.6% |
| 1Y | +33.8% | +14.2% | +19.6% | +30.0% |
| All | +29.1% | +14.3% | +14.8% | +27.3% |
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