+215.3%
ALLE vs BG
+111.0%
+104.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | +3.6% | +2.6% | +1.0% | +2.9% |
| 30D | +25.9% | -6.7% | +32.6% | +27.9% |
| 3M | +15.8% | -9.3% | +25.0% | +18.1% |
| 6M | +48.1% | -18.3% | +66.4% | +54.4% |
| YTD | +22.0% | +16.2% | +5.8% | +14.8% |
| 1Y | +18.0% | +7.6% | +10.4% | +13.5% |
| 3Y | +93.1% | +6.6% | +86.5% | +82.6% |
| 5Y | +52.1% | +22.2% | +29.9% | +34.3% |
| All | +215.3% | +111.0% | +104.3% | +110.4% |
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