+217.2%
ROL vs ALLE
+212.2%
+5.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.8% | -0.8% | +1.6% | +1.0% |
| 30D | +20.6% | +27.4% | -6.8% | +11.3% |
| 3M | +4.5% | +13.8% | -9.4% | -0.1% |
| 6M | -26.5% | +45.5% | -72.0% | -35.8% |
| YTD | -34.8% | +21.4% | -56.2% | -39.8% |
| 1Y | -33.2% | +15.4% | -48.5% | -37.1% |
| 3Y | +4.5% | +91.7% | -87.2% | -19.6% |
| 5Y | +15.5% | +54.5% | -39.0% | -5.5% |
| 10Y | +217.2% | +210.5% | +6.7% | +98.0% |
| All | +217.2% | +212.2% | +5.1% | +98.0% |
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