+155.3%
ALLE vs BG
+160.3%
-5.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -2.2% | +0.5% | -2.7% | -2.3% |
| 30D | -8.3% | +10.3% | -18.7% | -10.7% |
| 3M | +16.3% | -1.9% | +18.2% | +16.2% |
| 6M | +1.8% | +5.2% | -3.4% | -0.5% |
| YTD | -3.9% | +41.2% | -45.1% | -13.5% |
| 1Y | -10.0% | +50.5% | -60.6% | -20.7% |
| 3Y | +45.8% | +19.9% | +25.9% | +34.8% |
| 5Y | +13.3% | +86.7% | -73.4% | -10.6% |
| 10Y | +155.3% | +167.5% | -12.2% | +65.7% |
| All | +155.3% | +160.3% | -5.1% | +65.7% |
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