+215.3%
ALLE vs BR
+277.7%
-62.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | +3.6% | +1.1% | +2.5% | +3.0% |
| 30D | +25.9% | +14.4% | +11.5% | +17.5% |
| 3M | +15.8% | +12.4% | +3.3% | +8.7% |
| 6M | +48.1% | +35.4% | +12.6% | +24.9% |
| YTD | +22.0% | -12.2% | +34.1% | +28.7% |
| 1Y | +18.0% | -12.7% | +30.8% | +25.0% |
| 3Y | +93.1% | +14.3% | +78.8% | +72.4% |
| 5Y | +52.1% | +19.3% | +32.8% | +30.0% |
| All | +215.3% | +277.7% | -62.4% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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