+1,507.2%
SOXX vs ALLE
+154.9%
+1,352.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +3.0% | -2.8% | +5.8% | +4.7% |
| 30D | -3.1% | -10.2% | +7.1% | +3.1% |
| 3M | -4.4% | +17.4% | -21.8% | -14.2% |
| 6M | +52.9% | +3.3% | +49.5% | +47.9% |
| YTD | +72.0% | -4.2% | +76.2% | +72.7% |
| 1Y | +105.1% | -10.5% | +115.6% | +114.2% |
| 3Y | +220.6% | +45.4% | +175.2% | +141.8% |
| 5Y | +244.8% | +11.9% | +232.9% | +200.7% |
| All | +1,507.2% | +154.9% | +1,352.3% | +810.8% |
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