+21.9%
BAC vs ALLE
+55.0%
-33.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +1.1% |
| 7D | +2.0% | -0.6% | +2.6% | +2.3% |
| 30D | -6.9% | +26.6% | -33.5% | -16.0% |
| 3M | -19.6% | +13.2% | -32.7% | -24.0% |
| 6M | -0.5% | +42.9% | -43.3% | -15.9% |
| YTD | -6.6% | +21.0% | -27.7% | -15.4% |
| 1Y | -3.0% | +15.2% | -18.1% | -10.0% |
| 3Y | +97.3% | +95.6% | +1.7% | +36.1% |
| 5Y | +21.9% | +53.4% | -31.5% | -9.1% |
| All | +21.9% | +55.0% | -33.1% | -9.1% |
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 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