+215.3%
ALLE vs BB
+21.8%
+193.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.3% |
| 7D | +3.6% | +1.8% | +1.7% | +3.3% |
| 30D | +25.9% | +8.1% | +17.7% | +24.3% |
| 3M | +15.8% | -1.0% | +16.8% | +15.1% |
| 6M | +48.1% | +45.9% | +2.2% | +38.9% |
| YTD | +22.0% | +134.8% | -112.9% | +7.6% |
| 1Y | +18.0% | +104.6% | -86.6% | +5.6% |
| 3Y | +93.1% | +152.8% | -59.8% | +61.6% |
| 5Y | +52.1% | -17.4% | +69.5% | +40.7% |
| All | +215.3% | +21.8% | +193.5% | +130.3% |
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