+338.5%
ALLE vs BR
+564.4%
-225.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | 0.0% |
| 7D | -0.6% | +6.5% | -7.0% | -3.8% |
| 30D | +25.3% | +18.9% | +6.4% | +14.5% |
| 3M | +10.3% | +16.3% | -6.0% | +1.4% |
| 6M | +38.0% | +26.2% | +11.8% | +20.6% |
| YTD | +17.8% | -13.1% | +30.9% | +24.7% |
| 1Y | +13.6% | -10.5% | +24.1% | +18.2% |
| 3Y | +89.2% | +13.3% | +75.9% | +69.5% |
| 5Y | +51.1% | +19.9% | +31.1% | +28.8% |
| 10Y | +228.1% | +254.2% | -26.1% | +47.8% |
| All | +338.5% | +564.4% | -225.9% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling