+53.4%
ALLE vs BUD
+51.0%
+2.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.4% | +2.3% |
| 7D | -0.6% | +1.3% | -2.0% | -1.1% |
| 30D | +26.6% | +10.0% | +16.6% | +22.7% |
| 3M | +13.2% | +1.6% | +11.6% | +12.4% |
| 6M | +42.9% | +6.5% | +36.4% | +39.3% |
| YTD | +21.0% | +34.8% | -13.8% | +8.3% |
| 1Y | +15.2% | +36.5% | -21.3% | +2.5% |
| 3Y | +95.6% | +49.0% | +46.6% | +64.3% |
| 5Y | +53.4% | +51.7% | +1.7% | +19.6% |
| All | +53.4% | +51.0% | +2.5% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling