+342.6%
ALLE vs BBWI
-32.9%
+375.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.2% | +3.3% | -1.8% |
| 7D | 0.0% | -3.1% | +3.1% | +0.6% |
| 30D | +20.6% | +23.1% | -2.6% | +16.2% |
| 3M | +11.4% | +7.3% | +4.1% | +9.4% |
| 6M | +42.5% | +22.6% | +19.9% | +35.9% |
| YTD | +18.9% | +13.3% | +5.6% | +13.8% |
| 1Y | +14.2% | -2.6% | +16.7% | +11.3% |
| 3Y | +90.7% | -25.9% | +116.6% | +88.2% |
| 5Y | +52.5% | -66.7% | +119.2% | +68.7% |
| 10Y | +231.2% | -41.6% | +272.8% | +190.8% |
| All | +342.6% | -32.9% | +375.5% | +244.3% |
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