+270.3%
ALLE vs BG
+104.8%
+165.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | -0.2% | +2.8% | -3.0% | -0.9% |
| 30D | -6.8% | +12.0% | -18.8% | -9.4% |
| 3M | +21.0% | -7.7% | +28.7% | +22.7% |
| 6M | +1.1% | +4.5% | -3.4% | -0.9% |
| YTD | -0.5% | +35.7% | -36.2% | -8.8% |
| 1Y | -7.3% | +50.1% | -57.3% | -17.4% |
| 3Y | +42.3% | +12.6% | +29.6% | +34.3% |
| 5Y | +13.5% | +75.4% | -62.0% | -6.6% |
| 10Y | +144.0% | +150.5% | -6.4% | +68.6% |
| All | +270.3% | +104.8% | +165.5% | +170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling