+338.5%
ALLE vs BTG
+195.0%
+143.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.0% |
| 7D | -0.6% | +17.4% | -18.0% | -1.2% |
| 30D | +25.3% | +8.0% | +17.3% | +24.8% |
| 3M | +10.3% | +32.5% | -22.2% | +8.8% |
| 6M | +38.0% | +21.6% | +16.5% | +36.5% |
| YTD | +17.8% | +21.2% | -3.5% | +16.2% |
| 1Y | +13.6% | +43.9% | -30.3% | +11.4% |
| 3Y | +89.2% | +78.6% | +10.6% | +82.6% |
| 5Y | +51.1% | +48.8% | +2.3% | +45.7% |
| 10Y | +228.1% | +136.8% | +91.3% | +218.1% |
| All | +338.5% | +195.0% | +143.5% | +320.6% |
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