+210.1%
W vs ALLE
+211.7%
-1.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.6% |
| 7D | +0.2% | +3.6% | -3.4% | -3.2% |
| 30D | +6.8% | +25.9% | -19.1% | -16.2% |
| 3M | +10.7% | +15.8% | -5.1% | -5.5% |
| 6M | +86.3% | +48.1% | +38.3% | +23.8% |
| YTD | +11.5% | +22.0% | -10.5% | -11.9% |
| 1Y | +5.1% | +18.0% | -12.9% | -13.8% |
| 3Y | +171.0% | +93.1% | +77.9% | +39.0% |
| 5Y | -56.6% | +52.1% | -108.7% | -71.1% |
| All | +210.1% | +211.7% | -1.6% | +27.1% |
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