+145.6%
W vs ALLE
+144.1%
+1.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.5% |
| 7D | -4.2% | -0.2% | -3.9% | -3.8% |
| 30D | -7.6% | -6.8% | -0.8% | -0.6% |
| 3M | +37.2% | +21.0% | +16.1% | +12.8% |
| 6M | +26.3% | +1.1% | +25.2% | +24.8% |
| YTD | -1.0% | -0.5% | -0.4% | -2.5% |
| 1Y | +20.1% | -7.3% | +27.3% | +27.1% |
| 3Y | +37.8% | +42.3% | -4.5% | -2.4% |
| 5Y | -63.7% | +13.5% | -77.1% | -67.7% |
| All | +145.6% | +144.1% | +1.4% | +23.1% |
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