+584.9%
XYZ vs ALLE
+211.7%
+373.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.0% |
| 7D | -1.1% | +3.6% | -4.6% | -3.6% |
| 30D | +11.5% | +25.9% | -14.4% | -7.0% |
| 3M | +1.8% | +15.8% | -14.0% | -9.6% |
| 6M | +21.2% | +48.1% | -26.9% | -12.5% |
| YTD | +29.9% | +22.0% | +8.0% | +7.5% |
| 1Y | +35.8% | +18.0% | +17.7% | +15.1% |
| 3Y | +62.6% | +93.1% | -30.5% | -12.3% |
| 5Y | -62.8% | +52.1% | -114.9% | -75.1% |
| All | +584.9% | +211.7% | +373.2% | +182.8% |
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