+243.6%
W vs ALLE
+233.6%
+10.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +1.8% |
| 7D | +3.3% | -0.6% | +3.9% | +4.3% |
| 30D | +10.5% | +26.6% | -16.1% | -13.8% |
| 3M | +9.6% | +13.2% | -3.5% | -4.3% |
| 6M | +76.4% | +42.9% | +33.5% | +21.7% |
| YTD | +16.4% | +21.0% | -4.6% | -7.3% |
| 1Y | +9.3% | +15.2% | -5.8% | -8.0% |
| 3Y | +172.8% | +95.6% | +77.2% | +38.1% |
| 5Y | -53.4% | +53.4% | -106.8% | -69.0% |
| 10Y | +243.6% | +221.5% | +22.1% | +38.5% |
| All | +243.6% | +233.6% | +10.0% | +38.5% |
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