+270.3%
ALLE vs BBWI
-40.7%
+311.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.5% |
| 7D | -0.2% | +1.5% | -1.7% | -0.5% |
| 30D | -6.8% | -5.2% | -1.6% | -6.2% |
| 3M | +21.0% | +11.1% | +9.9% | +18.1% |
| 6M | +1.1% | -13.4% | +14.5% | +2.3% |
| YTD | -0.5% | +0.1% | -0.6% | -2.4% |
| 1Y | -7.3% | -36.1% | +28.9% | -2.3% |
| 3Y | +42.3% | -44.1% | +86.4% | +48.1% |
| 5Y | +13.5% | -66.2% | +79.7% | +25.4% |
| 10Y | +144.0% | -54.8% | +198.8% | +128.1% |
| All | +270.3% | -40.7% | +311.0% | +195.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling