+1,001.8%
TER vs ALLE
+233.6%
+768.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.8% | +10.0% | +10.9% |
| 7D | -5.8% | -0.6% | -5.1% | -5.1% |
| 30D | -38.9% | +26.6% | -65.5% | -48.5% |
| 3M | -35.1% | +13.2% | -48.3% | -41.2% |
| 6M | -31.6% | +42.9% | -74.4% | -47.8% |
| YTD | +27.2% | +21.0% | +6.2% | +8.5% |
| 1Y | +35.2% | +15.2% | +20.1% | +19.2% |
| 3Y | +192.8% | +95.6% | +97.2% | +75.8% |
| 5Y | +72.4% | +53.4% | +19.0% | +21.1% |
| 10Y | +1,001.8% | +221.5% | +780.4% | +437.3% |
| All | +1,001.8% | +233.6% | +768.2% | +437.3% |
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