+51.1%
ALLE vs BG
+16.9%
+34.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -0.2% | +2.8% | -3.0% | -0.6% |
| 30D | -6.8% | +12.0% | -18.8% | -8.2% |
| 3M | +21.0% | -7.7% | +28.7% | +22.3% |
| 6M | +1.1% | +4.5% | -3.4% | -0.3% |
| YTD | -0.5% | +35.7% | -36.2% | -6.7% |
| 1Y | -7.3% | +50.1% | -57.3% | -14.9% |
| All | +51.1% | +16.9% | +34.2% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling