+219.2%
ALLE vs BUD
-9.0%
+228.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.4% |
| 7D | -0.6% | +4.5% | -5.0% | -2.1% |
| 30D | +25.3% | +12.5% | +12.8% | +20.3% |
| 3M | +10.3% | 0.0% | +10.3% | +10.1% |
| 6M | +38.0% | +3.8% | +34.2% | +35.6% |
| YTD | +17.8% | +33.1% | -15.3% | +5.7% |
| 1Y | +13.6% | +35.5% | -21.9% | +1.2% |
| 3Y | +89.2% | +49.4% | +39.8% | +59.6% |
| 5Y | +51.1% | +48.0% | +3.0% | +25.5% |
| All | +219.2% | -9.0% | +228.2% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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