+1,077.0%
TER vs ALLE
+212.2%
+864.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +7.8% |
| 7D | +5.9% | -0.8% | +6.7% | +7.0% |
| 30D | -30.8% | +27.4% | -58.1% | -41.9% |
| 3M | -29.9% | +13.8% | -43.8% | -36.8% |
| 6M | -27.5% | +45.5% | -72.9% | -45.4% |
| YTD | +37.5% | +21.4% | +16.1% | +16.9% |
| 1Y | +50.3% | +15.4% | +34.9% | +32.4% |
| 3Y | +204.9% | +91.7% | +113.2% | +85.5% |
| 5Y | +89.2% | +54.5% | +34.6% | +32.2% |
| 10Y | +1,077.0% | +210.5% | +866.4% | +482.7% |
| All | +1,077.0% | +212.2% | +864.8% | +482.7% |
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