+219.6%
BAH vs ALLE
+222.4%
-2.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.1% |
| 7D | -3.5% | -0.6% | -3.0% | -3.4% |
| 30D | +24.3% | +25.3% | -1.1% | +15.2% |
| 3M | +16.3% | +10.3% | +6.0% | +12.3% |
| 6M | +13.6% | +38.0% | -24.5% | +1.3% |
| YTD | +3.5% | +17.8% | -14.3% | -3.0% |
| 1Y | +2.7% | +13.6% | -10.9% | -2.6% |
| 3Y | -26.6% | +89.2% | -115.8% | -42.7% |
| 5Y | +8.5% | +51.1% | -42.5% | -10.0% |
| All | +219.6% | +222.4% | -2.8% | +103.9% |
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