+208.8%
ALLE vs BWA
+95.2%
+113.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | +0.1% | -2.4% | +2.5% | +0.8% |
| 30D | +25.9% | -17.7% | +43.6% | +34.4% |
| 3M | +14.9% | -27.0% | +41.9% | +27.5% |
| 6M | +42.1% | -17.3% | +59.4% | +49.1% |
| YTD | +20.4% | +12.9% | +7.5% | +9.9% |
| 1Y | +14.9% | +12.9% | +1.9% | +4.7% |
| 3Y | +90.1% | +62.1% | +28.0% | +46.7% |
| 5Y | +53.0% | +30.7% | +22.3% | +24.6% |
| 10Y | +208.8% | +89.2% | +119.7% | +105.3% |
| All | +208.8% | +95.2% | +113.6% | +105.3% |
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