+18.0%
BAC vs ALLE
+49.9%
-31.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.3% |
| 7D | -1.2% | -0.6% | -0.6% | -0.9% |
| 30D | -7.7% | +25.3% | -33.0% | -16.3% |
| 3M | -21.2% | +10.3% | -31.4% | -24.7% |
| 6M | -6.8% | +38.0% | -44.9% | -20.1% |
| YTD | -8.7% | +17.8% | -26.5% | -16.4% |
| 1Y | -5.3% | +13.6% | -18.9% | -11.7% |
| 3Y | +87.4% | +89.2% | -1.8% | +31.2% |
| All | +18.0% | +49.9% | -31.9% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling