+442.2%
BAC vs ALLE
+260.9%
+181.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | -0.4% | -6.8% | +6.4% | +3.6% |
| 3M | +16.9% | +21.0% | -4.1% | +3.3% |
| 6M | +26.6% | +1.1% | +25.5% | +23.8% |
| YTD | +15.8% | -0.5% | +16.3% | +13.5% |
| 1Y | +27.2% | -7.3% | +34.4% | +29.6% |
| 3Y | +132.4% | +42.3% | +90.2% | +77.3% |
| 5Y | +72.6% | +13.5% | +59.1% | +48.1% |
| 10Y | +389.7% | +144.0% | +245.7% | +159.4% |
| All | +442.2% | +260.9% | +181.3% | +143.2% |
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