+222.2%
ALLE vs BURL
+258.4%
-36.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | +0.1% | -2.2% |
| 7D | 0.0% | +3.5% | -3.4% | -0.8% |
| 30D | +20.6% | -9.3% | +29.9% | +23.2% |
| 3M | +11.4% | -32.1% | +43.5% | +21.3% |
| 6M | +42.5% | -19.8% | +62.4% | +48.5% |
| YTD | +18.9% | -13.2% | +32.1% | +20.9% |
| 1Y | +14.2% | -7.8% | +22.0% | +13.8% |
| 3Y | +90.7% | +89.3% | +1.4% | +52.6% |
| 5Y | +52.5% | -15.8% | +68.3% | +44.1% |
| All | +222.2% | +258.4% | -36.2% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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