+208.8%
ALLE vs BBWI
-44.4%
+253.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +0.1% | -4.2% | +4.3% | +0.8% |
| 30D | +25.9% | +24.9% | +1.1% | +21.2% |
| 3M | +14.9% | +13.2% | +1.7% | +11.9% |
| 6M | +42.1% | +12.1% | +30.0% | +37.9% |
| YTD | +20.4% | +11.1% | +9.3% | +15.9% |
| 1Y | +14.9% | +0.7% | +14.1% | +11.4% |
| 3Y | +90.1% | -23.8% | +113.9% | +86.8% |
| 5Y | +53.0% | -66.9% | +119.9% | +68.4% |
| 10Y | +208.8% | -45.3% | +254.2% | +154.5% |
| All | +208.8% | -44.4% | +253.2% | +154.5% |
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