+45.9%
BA vs ALLE
+331.3%
-285.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.3% | -0.7% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -9.1% | +20.6% | -29.7% | -20.2% |
| 3M | -28.2% | +11.4% | -39.6% | -33.7% |
| 6M | -23.1% | +42.5% | -65.7% | -40.0% |
| YTD | -20.6% | +18.9% | -39.4% | -30.9% |
| 1Y | -12.7% | +14.2% | -26.9% | -22.3% |
| 3Y | -11.6% | +90.7% | -102.3% | -47.3% |
| 5Y | -23.1% | +52.5% | -75.6% | -48.0% |
| 10Y | +34.4% | +231.2% | -196.9% | -40.3% |
| All | +45.9% | +331.3% | -285.5% | -40.0% |
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