+215.3%
ALLE vs BBWI
-47.4%
+262.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | +3.6% | +0.1% | +3.4% | +3.5% |
| 30D | +25.9% | +12.9% | +13.0% | +23.3% |
| 3M | +15.8% | +16.0% | -0.2% | +12.3% |
| 6M | +48.1% | +16.6% | +31.5% | +42.7% |
| YTD | +22.0% | +9.7% | +12.2% | +17.7% |
| 1Y | +18.0% | +1.5% | +16.5% | +14.4% |
| 3Y | +93.1% | -21.4% | +114.4% | +88.7% |
| 5Y | +52.1% | -67.6% | +119.6% | +67.9% |
| All | +215.3% | -47.4% | +262.7% | +161.0% |
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