+93.1%
ALLE vs BBWI
-24.0%
+117.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +24.0% |
| 3M | +15.8% | +16.0% | -0.2% | +13.3% |
| 6M | +48.1% | +16.6% | +31.5% | +44.3% |
| YTD | +22.0% | +9.7% | +12.2% | +19.0% |
| 1Y | +18.0% | +1.5% | +16.5% | +15.8% |
| 3Y | +93.1% | -21.4% | +114.4% | +96.6% |
| All | +93.1% | -24.0% | +117.0% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling