+103.3%
RUN vs ALLE
+233.6%
-130.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -4.7% |
| 7D | +18.1% | -0.6% | +18.7% | +18.1% |
| 30D | +27.5% | +26.6% | +0.9% | +4.0% |
| 3M | -4.5% | +13.2% | -17.7% | -14.5% |
| 6M | -33.3% | +42.9% | -76.2% | -51.7% |
| YTD | -47.1% | +21.0% | -68.1% | -56.3% |
| 1Y | -43.1% | +15.2% | -58.3% | -51.0% |
| 3Y | -3.0% | +95.6% | -98.6% | -46.7% |
| 5Y | -82.6% | +53.4% | -136.0% | -88.3% |
| 10Y | +103.3% | +221.5% | -118.1% | -10.3% |
| All | +103.3% | +233.6% | -130.3% | -10.3% |
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