+338.5%
ALLE vs BB
+35.5%
+303.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.4% | -1.4% |
| 7D | -0.6% | +3.8% | -4.4% | -1.1% |
| 30D | +25.3% | -0.3% | +25.7% | +24.8% |
| 3M | +10.3% | -0.5% | +10.7% | +9.6% |
| 6M | +38.0% | +45.9% | -7.9% | +29.1% |
| YTD | +17.8% | +130.6% | -112.8% | +3.6% |
| 1Y | +13.6% | +89.2% | -75.6% | +2.2% |
| 3Y | +89.2% | +137.5% | -48.3% | +58.6% |
| 5Y | +51.1% | -20.9% | +72.0% | +40.5% |
| 10Y | +228.1% | +25.4% | +202.7% | +138.5% |
| All | +338.5% | +35.5% | +303.0% | +206.5% |
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