+58.8%
T vs ALLE
+217.2%
-158.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.8% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | -1.1% | +25.9% | -27.0% | -8.1% |
| 3M | -7.7% | +14.9% | -22.6% | -11.9% |
| 6M | -10.6% | +42.1% | -52.7% | -20.6% |
| YTD | -7.5% | +20.4% | -27.8% | -13.9% |
| 1Y | -7.4% | +14.9% | -22.3% | -12.5% |
| 3Y | +63.1% | +90.1% | -27.0% | +26.2% |
| 5Y | +55.2% | +53.0% | +2.2% | +27.5% |
| 10Y | +58.8% | +208.8% | -150.0% | +2.7% |
| All | +58.8% | +217.2% | -158.4% | +2.7% |
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