+352.0%
ALLE vs BTG
+183.0%
+169.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +0.9% |
| 7D | -0.8% | +1.4% | -2.2% | -0.9% |
| 30D | +27.4% | -1.1% | +28.5% | +27.3% |
| 3M | +13.8% | +2.5% | +11.3% | +13.6% |
| 6M | +45.5% | -3.1% | +48.6% | +45.2% |
| YTD | +21.4% | +16.3% | +5.1% | +20.0% |
| 1Y | +15.4% | +27.6% | -12.3% | +13.6% |
| 3Y | +91.7% | +89.5% | +2.2% | +84.7% |
| 5Y | +54.5% | +33.6% | +21.0% | +49.4% |
| 10Y | +210.5% | +178.2% | +32.3% | +201.9% |
| All | +352.0% | +183.0% | +169.0% | +334.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling