+208.8%
BAH vs ALLE
+233.6%
-24.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.7% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | +17.3% | +26.6% | -9.4% | +8.3% |
| 3M | +14.9% | +13.2% | +1.7% | +9.9% |
| 6M | +14.2% | +42.9% | -28.6% | +0.7% |
| YTD | +5.1% | +21.0% | -15.9% | -2.4% |
| 1Y | +2.1% | +15.2% | -13.1% | -3.6% |
| 3Y | -26.0% | +95.6% | -121.6% | -42.8% |
| 5Y | +9.0% | +53.4% | -44.5% | -10.0% |
| 10Y | +208.8% | +221.5% | -12.7% | +98.6% |
| All | +208.8% | +233.6% | -24.8% | +98.6% |
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