+53.2%
ALLE vs BB
-13.7%
+66.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.4% |
| 7D | +0.1% | +11.6% | -11.5% | -1.2% |
| 30D | +25.9% | +2.6% | +23.3% | +25.0% |
| 3M | +14.9% | +3.5% | +11.4% | +13.6% |
| 6M | +42.1% | +43.5% | -1.4% | +32.1% |
| YTD | +20.4% | +141.2% | -120.8% | +3.2% |
| 1Y | +14.9% | +97.4% | -82.6% | +1.2% |
| 3Y | +90.1% | +151.1% | -61.0% | +52.1% |
| All | +53.2% | -13.7% | +66.9% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling