+215.3%
ALLE vs BTG
+164.8%
+50.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +3.6% | -9.1% | +12.6% | +4.2% |
| 30D | +25.9% | -1.6% | +27.5% | +25.8% |
| 3M | +15.8% | -2.8% | +18.6% | +15.7% |
| 6M | +48.1% | -7.6% | +55.7% | +48.1% |
| YTD | +22.0% | +10.2% | +11.7% | +19.9% |
| 1Y | +18.0% | +21.3% | -3.2% | +15.3% |
| 3Y | +93.1% | +82.7% | +10.4% | +81.0% |
| 5Y | +52.1% | +30.8% | +21.3% | +43.7% |
| All | +215.3% | +164.8% | +50.4% | +197.1% |
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