+270.3%
ALLE vs BURL
+773.7%
-503.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.4% |
| 7D | -0.2% | -2.8% | +2.6% | +0.4% |
| 30D | -6.8% | -28.2% | +21.4% | +0.1% |
| 3M | +21.0% | -17.6% | +38.6% | +25.8% |
| 6M | +1.1% | -11.8% | +12.9% | +2.9% |
| YTD | -0.5% | -8.1% | +7.6% | +0.1% |
| 1Y | -7.3% | -12.0% | +4.7% | -6.5% |
| 3Y | +42.3% | +63.3% | -21.0% | +20.1% |
| 5Y | +13.5% | -10.8% | +24.3% | +5.9% |
| 10Y | +144.0% | +215.9% | -71.9% | +71.5% |
| All | +270.3% | +773.7% | -503.3% | +123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling