+348.2%
ALLE vs BR
+573.4%
-225.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | +0.1% | +5.0% | -4.9% | -2.5% |
| 30D | +25.9% | +16.6% | +9.3% | +16.2% |
| 3M | +14.9% | +12.0% | +2.9% | +7.9% |
| 6M | +42.1% | +30.7% | +11.4% | +21.8% |
| YTD | +20.4% | -11.9% | +32.3% | +26.6% |
| 1Y | +14.9% | -11.6% | +26.4% | +20.5% |
| 3Y | +90.1% | +15.0% | +75.1% | +69.0% |
| 5Y | +53.0% | +18.1% | +34.9% | +31.7% |
| 10Y | +208.8% | +278.6% | -69.8% | +34.4% |
| All | +348.2% | +573.4% | -225.2% | +47.5% |
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