+355.8%
ALLE vs BURL
+750.8%
-395.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.7% | -5.9% | +0.1% |
| 7D | +6.7% | +10.4% | -3.8% | +4.3% |
| 30D | +25.4% | -4.9% | +30.3% | +26.7% |
| 3M | +16.9% | -29.8% | +46.7% | +25.9% |
| 6M | +46.6% | -16.5% | +63.0% | +51.0% |
| YTD | +22.4% | -10.5% | +33.0% | +23.6% |
| 1Y | +17.7% | -5.3% | +23.0% | +16.7% |
| 3Y | +96.3% | +95.1% | +1.3% | +58.6% |
| 5Y | +57.4% | -12.1% | +69.5% | +47.2% |
| 10Y | +241.0% | +273.2% | -32.1% | +132.9% |
| All | +355.8% | +750.8% | -395.0% | +176.4% |
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 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