+15.2%
ALLE vs BG
+84.8%
-69.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -1.4% |
| 7D | +2.8% | +2.4% | +0.4% | +2.3% |
| 30D | -7.6% | +15.0% | -22.7% | -10.1% |
| 3M | +22.8% | -0.7% | +23.4% | +22.6% |
| 6M | +4.6% | +7.5% | -2.9% | +2.3% |
| YTD | -1.2% | +41.6% | -42.8% | -9.2% |
| 1Y | -9.1% | +50.7% | -59.8% | -17.9% |
| 3Y | +50.0% | +20.3% | +29.7% | +41.0% |
| 5Y | +15.2% | +85.2% | -70.0% | -9.9% |
| All | +15.2% | +84.8% | -69.5% | -9.9% |
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