+194.9%
SO vs ALLE
+217.2%
-22.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +8.7% | +25.9% | -17.2% | +0.9% |
| 3M | +3.4% | +14.9% | -11.5% | -1.4% |
| 6M | +3.7% | +42.1% | -38.4% | -8.0% |
| YTD | +10.0% | +20.4% | -10.3% | +2.5% |
| 1Y | +6.6% | +14.9% | -8.3% | +0.8% |
| 3Y | +52.5% | +90.1% | -37.6% | +18.5% |
| 5Y | +76.1% | +53.0% | +23.1% | +45.0% |
| 10Y | +194.9% | +208.8% | -13.9% | +110.5% |
| All | +194.9% | +217.2% | -22.3% | +110.5% |
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