+454.5%
TEAM vs ALLE
+212.2%
+242.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.2% |
| 7D | -19.7% | -0.8% | -18.9% | -19.3% |
| 30D | -26.6% | +27.4% | -54.0% | -34.6% |
| 3M | -1.1% | +13.8% | -14.9% | -7.3% |
| 6M | +74.6% | +45.5% | +29.1% | +44.1% |
| YTD | -6.0% | +21.4% | -27.4% | -16.6% |
| 1Y | -3.2% | +15.4% | -18.6% | -11.9% |
| 3Y | -13.5% | +91.7% | -105.2% | -41.0% |
| 5Y | -65.5% | +54.5% | -120.0% | -74.1% |
| 10Y | +454.5% | +210.5% | +244.0% | +192.2% |
| All | +454.5% | +212.2% | +242.4% | +192.2% |
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