-48.5%
TE vs ALLE
+37.9%
-86.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.7% | +10.7% | +10.3% |
| 7D | +18.2% | +2.8% | +15.4% | +16.9% |
| 30D | -13.5% | -7.6% | -5.9% | -10.5% |
| 3M | -44.6% | +22.8% | -67.3% | -49.5% |
| 6M | -24.7% | +4.6% | -29.3% | -26.6% |
| YTD | -24.3% | -1.2% | -23.0% | -25.1% |
| 1Y | +155.6% | -9.1% | +164.7% | +161.5% |
| 3Y | -18.3% | +50.0% | -68.2% | -30.7% |
| 5Y | -41.3% | +15.2% | -56.5% | -50.1% |
| All | -48.5% | +37.9% | -86.4% | -56.2% |
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