+89.2%
ALLE vs BR
+13.3%
+75.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | -0.6% | +6.5% | -7.0% | -2.7% |
| 30D | +25.3% | +18.9% | +6.4% | +18.6% |
| 3M | +10.3% | +16.3% | -6.0% | +4.7% |
| 6M | +38.0% | +26.2% | +11.8% | +27.0% |
| YTD | +17.8% | -13.1% | +30.9% | +26.6% |
| 1Y | +13.6% | -10.5% | +24.1% | +20.2% |
| 3Y | +89.2% | +13.3% | +75.9% | +68.6% |
| All | +89.2% | +13.3% | +75.9% | +68.6% |
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 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