-16.1%
Z vs ALLE
+222.4%
-238.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -1.9% |
| 7D | -4.6% | -0.6% | -4.0% | -3.9% |
| 30D | +8.3% | +25.3% | -17.0% | -5.4% |
| 3M | -11.6% | +10.3% | -21.9% | -16.5% |
| 6M | -33.6% | +38.0% | -71.7% | -46.1% |
| YTD | -56.7% | +17.8% | -74.5% | -61.8% |
| 1Y | -59.1% | +13.6% | -72.7% | -63.1% |
| 3Y | -20.4% | +89.2% | -109.6% | -48.5% |
| 5Y | -55.3% | +51.1% | -106.3% | -67.1% |
| All | -16.1% | +222.4% | -238.5% | -56.3% |
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