+51.1%
ALLE vs BR
-1.3%
+52.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +2.1% |
| 7D | -0.2% | -5.3% | +5.1% | +1.5% |
| 30D | -6.8% | +6.4% | -13.2% | -8.9% |
| 3M | +21.0% | +13.6% | +7.4% | +15.4% |
| 6M | +1.1% | -6.7% | +7.8% | +3.7% |
| YTD | -0.5% | -21.1% | +20.6% | +10.3% |
| 1Y | -7.3% | -29.6% | +22.3% | +9.1% |
| All | +51.1% | -1.3% | +52.4% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling