+50.4%
ALLE vs BWA
+26.5%
+23.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.8% |
| 7D | -0.6% | -5.5% | +4.9% | +1.1% |
| 30D | +25.3% | -21.7% | +47.1% | +34.9% |
| 3M | +10.3% | -25.6% | +35.9% | +20.2% |
| 6M | +38.0% | -17.4% | +55.5% | +43.5% |
| YTD | +17.8% | +9.2% | +8.6% | +8.3% |
| 1Y | +13.6% | +9.7% | +3.9% | +4.1% |
| 3Y | +89.2% | +54.6% | +34.6% | +47.4% |
| All | +50.4% | +26.5% | +23.9% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling