-44.0%
S vs ALLE
+48.0%
-92.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.0% |
| 7D | +1.2% | -0.8% | +2.1% | +1.9% |
| 30D | -7.3% | +27.4% | -34.7% | -20.1% |
| 3M | +5.9% | +13.8% | -8.0% | -2.4% |
| 6M | +45.6% | +45.5% | +0.1% | +13.6% |
| YTD | +58.5% | +21.4% | +37.1% | +37.3% |
| 1Y | +37.6% | +15.4% | +22.3% | +23.6% |
| 3Y | +51.7% | +91.7% | -40.0% | -11.0% |
| 5Y | -67.5% | +54.5% | -122.0% | -78.6% |
| All | -44.0% | +48.0% | -92.0% | -63.5% |
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