-10.6%
BA vs ALLE
+90.7%
-101.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.3% | -1.7% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -9.1% | +20.6% | -29.7% | -14.5% |
| 3M | -28.2% | +11.4% | -39.6% | -30.7% |
| 6M | -23.1% | +42.5% | -65.7% | -31.8% |
| YTD | -20.6% | +18.9% | -39.4% | -25.8% |
| 1Y | -12.7% | +14.2% | -26.9% | -17.5% |
| All | -10.6% | +90.7% | -101.3% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling