+210.5%
ALLE vs BWA
+92.6%
+117.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | -0.8% | +1.7% | -2.5% | -1.5% |
| 30D | +27.4% | -14.6% | +42.0% | +34.1% |
| 3M | +13.8% | -26.2% | +40.1% | +25.9% |
| 6M | +45.5% | -18.4% | +63.9% | +53.5% |
| YTD | +21.4% | +14.7% | +6.7% | +10.2% |
| 1Y | +15.4% | +13.3% | +2.0% | +5.1% |
| 3Y | +91.7% | +64.7% | +27.0% | +47.1% |
| 5Y | +54.5% | +32.2% | +22.4% | +25.4% |
| 10Y | +210.5% | +96.8% | +113.7% | +103.3% |
| All | +210.5% | +92.6% | +117.9% | +103.3% |
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