+17.7%
ALLE vs BTG
+24.4%
-6.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -7.0% | +1.2% |
| 7D | +6.7% | -0.2% | +6.9% | +6.6% |
| 30D | +25.4% | -0.8% | +26.2% | +25.2% |
| 3M | +16.9% | +31.8% | -14.9% | +13.9% |
| 6M | +46.6% | +20.4% | +26.1% | +43.4% |
| YTD | +22.4% | +14.7% | +7.7% | +19.3% |
| 1Y | +17.7% | +29.4% | -11.6% | +12.9% |
| All | +17.7% | +24.4% | -6.6% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling