+15.4%
ALLE vs BB
+103.9%
-88.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.8% |
| 7D | -0.8% | +7.3% | -8.1% | -0.9% |
| 30D | +27.4% | +11.2% | +16.1% | +26.8% |
| 3M | +13.8% | +4.7% | +9.2% | +13.6% |
| 6M | +45.5% | +51.1% | -5.6% | +40.5% |
| YTD | +21.4% | +148.0% | -126.6% | +13.6% |
| 1Y | +15.4% | +106.1% | -90.8% | +7.7% |
| All | +15.4% | +103.9% | -88.5% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling