+219.2%
ALLE vs BBWI
-43.7%
+262.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.3% | -0.4% |
| 7D | -0.6% | -6.2% | +5.6% | +0.5% |
| 30D | +25.3% | +19.9% | +5.4% | +21.5% |
| 3M | +10.3% | +7.1% | +3.1% | +8.5% |
| 6M | +38.0% | +13.7% | +24.4% | +33.6% |
| YTD | +17.8% | +9.6% | +8.2% | +13.6% |
| 1Y | +13.6% | -1.6% | +15.2% | +10.7% |
| 3Y | +89.2% | -25.9% | +115.1% | +86.9% |
| 5Y | +51.1% | -67.8% | +118.9% | +67.0% |
| All | +219.2% | -43.7% | +262.9% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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