-76.7%
TE vs ALLE
+69.0%
-145.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.7% | -4.1% |
| 7D | -10.5% | -0.6% | -9.9% | -10.3% |
| 30D | -32.4% | +26.6% | -59.1% | -38.7% |
| 3M | -60.9% | +13.2% | -74.0% | -62.8% |
| 6M | -62.8% | +42.9% | -105.7% | -68.1% |
| YTD | -65.7% | +21.0% | -86.8% | -68.9% |
| 1Y | -39.9% | +15.2% | -55.0% | -44.4% |
| 3Y | +10.6% | +95.6% | -85.0% | -15.8% |
| 5Y | -79.7% | +53.4% | -133.1% | -84.1% |
| All | -76.7% | +69.0% | -145.7% | -81.8% |
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