+45.2%
RUN vs ALLE
+146.0%
-100.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.8% | -2.3% |
| 7D | -1.8% | -2.2% | +0.4% | 0.0% |
| 30D | -10.8% | -8.3% | -2.5% | -4.0% |
| 3M | -30.2% | +16.3% | -46.4% | -39.2% |
| 6M | -22.3% | +1.8% | -24.1% | -24.8% |
| YTD | -52.2% | -3.9% | -48.2% | -51.7% |
| 1Y | -45.1% | -10.0% | -35.1% | -41.8% |
| 3Y | -37.1% | +45.8% | -82.9% | -55.2% |
| 5Y | -80.3% | +13.3% | -93.6% | -83.0% |
| 10Y | +45.2% | +155.3% | -110.1% | -23.5% |
| All | +45.2% | +146.0% | -100.7% | -23.5% |
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