+886.2%
TER vs ALLE
+222.4%
+663.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.2% |
| 7D | -20.5% | -0.6% | -19.9% | -20.2% |
| 30D | -47.0% | +25.3% | -72.3% | -55.2% |
| 3M | -43.3% | +10.3% | -53.6% | -47.8% |
| 6M | -42.9% | +38.0% | -80.9% | -55.6% |
| YTD | +12.9% | +17.8% | -4.9% | -2.2% |
| 1Y | +18.2% | +13.6% | +4.6% | +4.9% |
| 3Y | +151.8% | +89.2% | +62.6% | +54.3% |
| 5Y | +54.2% | +51.1% | +3.2% | +9.2% |
| All | +886.2% | +222.4% | +663.7% | +386.2% |
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