+16.0%
ALLE vs BTG
+77.3%
-61.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | -0.2% | -0.9% | +0.7% | -0.2% |
| 30D | -6.8% | +36.8% | -43.6% | -9.9% |
| 3M | +21.0% | +23.1% | -2.1% | +18.1% |
| 6M | +1.1% | +3.5% | -2.4% | 0.0% |
| YTD | -0.5% | +25.5% | -26.0% | -4.1% |
| 1Y | -7.3% | +40.1% | -47.3% | -12.2% |
| 3Y | +42.3% | +101.1% | -58.9% | +25.9% |
| All | +16.0% | +77.3% | -61.2% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling