+15.2%
ALLE vs BR
+9.8%
+5.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.5% |
| 7D | +2.8% | -5.9% | +8.7% | +5.7% |
| 30D | -7.6% | +1.9% | -9.5% | -8.7% |
| 3M | +22.8% | +14.7% | +8.1% | +14.0% |
| 6M | +4.6% | -12.8% | +17.4% | +11.3% |
| YTD | -1.2% | -23.0% | +21.8% | +12.4% |
| 1Y | -9.1% | -31.7% | +22.5% | +10.9% |
| 3Y | +50.0% | -4.8% | +54.8% | +46.7% |
| 5Y | +15.2% | +7.8% | +7.4% | -1.4% |
| All | +15.2% | +9.8% | +5.4% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling