+208.8%
ALLE vs BG
+95.6%
+113.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +0.1% | +5.0% | -4.9% | -1.1% |
| 30D | +25.9% | -3.2% | +29.1% | +26.8% |
| 3M | +14.9% | -11.2% | +26.1% | +17.8% |
| 6M | +42.1% | -19.4% | +61.5% | +48.6% |
| YTD | +20.4% | +13.6% | +6.7% | +14.0% |
| 1Y | +14.9% | +7.3% | +7.6% | +10.5% |
| 3Y | +90.1% | +3.8% | +86.3% | +81.0% |
| 5Y | +53.0% | +23.2% | +29.8% | +34.7% |
| 10Y | +208.8% | +97.9% | +110.9% | +108.7% |
| All | +208.8% | +95.6% | +113.2% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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