+155.3%
ALLE vs BTG
+147.2%
+8.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.4% | -2.9% |
| 7D | -2.2% | +2.4% | -4.6% | -2.3% |
| 30D | -8.3% | +9.5% | -17.8% | -8.9% |
| 3M | +16.3% | +38.5% | -22.2% | +13.6% |
| 6M | +1.8% | +5.6% | -3.8% | +0.9% |
| YTD | -3.9% | +23.9% | -27.9% | -6.0% |
| 1Y | -10.0% | +32.1% | -42.2% | -12.5% |
| 3Y | +45.8% | +103.2% | -57.4% | +36.5% |
| 5Y | +13.3% | +79.7% | -66.4% | +6.1% |
| 10Y | +155.3% | +159.1% | -3.9% | +140.4% |
| All | +155.3% | +147.2% | +8.0% | +140.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling