+208.9%
W vs ALLE
+208.6%
+0.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.0% |
| 7D | -1.7% | +1.6% | -3.2% | -3.1% |
| 30D | +3.2% | +24.1% | -20.9% | -17.8% |
| 3M | +8.3% | +14.8% | -6.5% | -6.8% |
| 6M | +84.3% | +45.9% | +38.4% | +24.4% |
| YTD | +11.0% | +20.7% | -9.7% | -11.3% |
| 1Y | -0.2% | +14.2% | -14.4% | -15.3% |
| 3Y | +157.9% | +90.7% | +67.3% | +34.0% |
| 5Y | -56.8% | +50.6% | -107.3% | -70.9% |
| All | +208.9% | +208.6% | +0.3% | +27.9% |
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