+50.4%
ALLE vs BG
+21.4%
+29.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -0.6% | +2.5% | -3.1% | -1.0% |
| 30D | +25.3% | -6.1% | +31.4% | +26.6% |
| 3M | +10.3% | -8.5% | +18.8% | +11.6% |
| 6M | +38.0% | -20.4% | +58.5% | +43.0% |
| YTD | +17.8% | +13.3% | +4.5% | +12.3% |
| 1Y | +13.6% | +7.3% | +6.4% | +9.7% |
| 3Y | +89.2% | +2.6% | +86.6% | +81.8% |
| All | +50.4% | +21.4% | +29.0% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling