+149.2%
ALLE vs BWA
+150.8%
-1.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | 0.0% |
| 7D | -0.2% | +5.7% | -5.9% | -2.2% |
| 30D | -6.8% | +1.4% | -8.2% | -7.5% |
| 3M | +21.0% | -12.1% | +33.1% | +25.9% |
| 6M | +1.1% | +28.6% | -27.5% | -9.3% |
| YTD | -0.5% | +51.1% | -51.6% | -17.6% |
| 1Y | -7.3% | +55.9% | -63.1% | -24.3% |
| 3Y | +42.3% | +70.1% | -27.9% | +9.1% |
| 5Y | +13.5% | +90.7% | -77.2% | -19.3% |
| All | +149.2% | +150.8% | -1.6% | +46.5% |
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