+49.7%
BA vs ALLE
+344.1%
-294.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.4% | +1.0% |
| 7D | +5.9% | +6.7% | -0.8% | +1.7% |
| 30D | -8.2% | +25.4% | -33.5% | -21.3% |
| 3M | -25.4% | +16.9% | -42.3% | -33.2% |
| 6M | -20.0% | +46.6% | -66.6% | -38.7% |
| YTD | -18.5% | +22.4% | -40.9% | -30.4% |
| 1Y | -10.6% | +17.7% | -28.4% | -21.9% |
| 3Y | -9.3% | +96.3% | -105.6% | -46.9% |
| 5Y | -16.9% | +57.4% | -74.3% | -45.0% |
| 10Y | +37.9% | +241.0% | -203.2% | -39.8% |
| All | +49.7% | +344.1% | -294.4% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling