+251.7%
BAC vs ALLE
+233.6%
+18.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +0.7% |
| 7D | +2.0% | -0.6% | +2.6% | +2.4% |
| 30D | -6.9% | +26.6% | -33.5% | -19.1% |
| 3M | -19.6% | +13.2% | -32.7% | -25.7% |
| 6M | -0.5% | +42.9% | -43.3% | -20.7% |
| YTD | -6.6% | +21.0% | -27.7% | -18.7% |
| 1Y | -3.0% | +15.2% | -18.1% | -13.0% |
| 3Y | +97.3% | +95.6% | +1.7% | +22.7% |
| 5Y | +21.9% | +53.4% | -31.5% | -13.6% |
| 10Y | +251.7% | +221.5% | +30.2% | +65.9% |
| All | +251.7% | +233.6% | +18.0% | +65.9% |
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