+263.2%
BAC vs ALLE
+222.4%
+40.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.2% |
| 7D | -1.2% | -0.6% | -0.6% | -0.9% |
| 30D | -7.7% | +25.3% | -33.0% | -19.3% |
| 3M | -21.2% | +10.3% | -31.4% | -26.1% |
| 6M | -6.8% | +38.0% | -44.9% | -24.4% |
| YTD | -8.7% | +17.8% | -26.5% | -19.3% |
| 1Y | -5.3% | +13.6% | -18.9% | -14.5% |
| 3Y | +87.4% | +89.2% | -1.8% | +18.7% |
| 5Y | +18.9% | +51.1% | -32.1% | -15.1% |
| All | +263.2% | +222.4% | +40.8% | +69.1% |
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