-80.5%
TE vs ALLE
+70.3%
-150.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.1% | -3.4% |
| 7D | -19.1% | +3.6% | -22.6% | -20.2% |
| 30D | -34.1% | +25.9% | -60.0% | -40.1% |
| 3M | -60.1% | +15.8% | -75.9% | -62.5% |
| 6M | -66.0% | +48.1% | -114.0% | -71.2% |
| YTD | -71.4% | +22.0% | -93.4% | -74.1% |
| 1Y | -45.3% | +18.0% | -63.3% | -50.0% |
| 3Y | +9.1% | +93.1% | -83.9% | -16.4% |
| 5Y | -82.6% | +52.1% | -134.7% | -86.4% |
| All | -80.5% | +70.3% | -150.8% | -84.8% |
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