+1,683.2%
TER vs ALLE
+144.1%
+1,539.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +4.8% |
| 7D | +0.6% | -0.2% | +0.8% | +0.8% |
| 30D | -8.3% | -6.8% | -1.5% | -3.8% |
| 3M | -12.2% | +21.0% | -33.2% | -24.0% |
| 6M | +17.1% | +1.1% | +16.0% | +15.1% |
| YTD | +84.7% | -0.5% | +85.2% | +82.5% |
| 1Y | +199.9% | -7.3% | +207.2% | +209.6% |
| 3Y | +232.8% | +42.3% | +190.5% | +152.6% |
| 5Y | +198.6% | +13.5% | +185.1% | +160.1% |
| All | +1,683.2% | +144.1% | +1,539.0% | +955.0% |
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