+73.5%
BA vs ALLE
+144.1%
-70.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.1% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | -11.6% | -6.8% | -4.8% | -7.3% |
| 3M | -2.4% | +21.0% | -23.4% | -15.3% |
| 6M | -6.6% | +1.1% | -7.7% | -8.4% |
| YTD | -2.2% | -0.5% | -1.7% | -3.9% |
| 1Y | -8.0% | -7.3% | -0.8% | -5.5% |
| 3Y | -5.0% | +42.3% | -47.2% | -32.4% |
| 5Y | -2.7% | +13.5% | -16.2% | -19.5% |
| All | +73.5% | +144.1% | -70.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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