+219.2%
ALLE vs BWA
+84.4%
+134.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.9% |
| 7D | -0.6% | -5.5% | +4.9% | +1.3% |
| 30D | +25.3% | -21.7% | +47.1% | +36.1% |
| 3M | +10.3% | -25.6% | +35.9% | +21.5% |
| 6M | +38.0% | -17.4% | +55.5% | +44.6% |
| YTD | +17.8% | +9.2% | +8.6% | +8.8% |
| 1Y | +13.6% | +9.7% | +3.9% | +4.6% |
| 3Y | +89.2% | +54.6% | +34.6% | +48.6% |
| 5Y | +51.1% | +26.8% | +24.3% | +24.4% |
| All | +219.2% | +84.4% | +134.8% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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