+342.6%
ALLE vs BB
+29.8%
+312.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -2.4% |
| 7D | 0.0% | -8.9% | +9.0% | +1.0% |
| 30D | +20.6% | -12.6% | +33.2% | +22.0% |
| 3M | +11.4% | -4.1% | +15.5% | +11.2% |
| 6M | +42.5% | +49.5% | -6.9% | +32.9% |
| YTD | +18.9% | +120.8% | -102.0% | +5.1% |
| 1Y | +14.2% | +76.2% | -62.0% | +3.6% |
| 3Y | +90.7% | +123.8% | -33.1% | +61.0% |
| 5Y | +52.5% | -24.3% | +76.7% | +42.6% |
| 10Y | +231.2% | +20.1% | +211.1% | +142.0% |
| All | +342.6% | +29.8% | +312.9% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling