+208.8%
ALLE vs BB
+28.9%
+179.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.4% |
| 7D | +0.1% | +11.6% | -11.5% | -1.1% |
| 30D | +25.9% | +2.6% | +23.3% | +25.1% |
| 3M | +14.9% | +3.5% | +11.4% | +13.7% |
| 6M | +42.1% | +43.5% | -1.4% | +33.6% |
| YTD | +20.4% | +141.2% | -120.8% | +5.9% |
| 1Y | +14.9% | +97.4% | -82.6% | +3.3% |
| 3Y | +90.1% | +151.1% | -61.0% | +59.3% |
| 5Y | +53.0% | -12.8% | +65.8% | +40.7% |
| 10Y | +208.8% | +27.5% | +181.4% | +125.2% |
| All | +208.8% | +28.9% | +179.9% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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