+270.3%
ALLE vs BR
+503.3%
-233.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +2.8% |
| 7D | -0.2% | -5.3% | +5.1% | +2.6% |
| 30D | -6.8% | +6.4% | -13.2% | -10.1% |
| 3M | +21.0% | +13.6% | +7.4% | +12.2% |
| 6M | +1.1% | -6.7% | +7.8% | +3.3% |
| YTD | -0.5% | -21.1% | +20.6% | +11.0% |
| 1Y | -7.3% | -29.6% | +22.3% | +10.3% |
| 3Y | +42.3% | -2.4% | +44.6% | +38.3% |
| 5Y | +13.5% | +11.2% | +2.2% | +0.6% |
| 10Y | +144.0% | +191.8% | -47.7% | +22.8% |
| All | +270.3% | +503.3% | -233.0% | +29.3% |
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