+566.1%
XYZ vs ALLE
+208.6%
+357.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.6% |
| 7D | -2.1% | +1.6% | -3.7% | -3.2% |
| 30D | +7.0% | +24.1% | -17.1% | -9.8% |
| 3M | +5.1% | +14.8% | -9.7% | -6.1% |
| 6M | +14.1% | +45.9% | -31.8% | -16.7% |
| YTD | +26.4% | +20.7% | +5.6% | +5.3% |
| 1Y | +25.1% | +14.2% | +10.9% | +9.0% |
| 3Y | +59.7% | +90.7% | -31.0% | -13.0% |
| 5Y | -63.8% | +50.6% | -114.4% | -75.6% |
| All | +566.1% | +208.6% | +357.5% | +177.2% |
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