+212.3%
BAH vs ALLE
+217.2%
-4.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +18.2% | +25.9% | -7.7% | +9.4% |
| 3M | +13.1% | +14.9% | -1.8% | +7.7% |
| 6M | +15.2% | +42.1% | -26.9% | +1.7% |
| YTD | +6.0% | +20.4% | -14.4% | -1.4% |
| 1Y | +3.1% | +14.9% | -11.7% | -2.5% |
| 3Y | -26.2% | +90.1% | -116.3% | -42.4% |
| 5Y | +9.3% | +53.0% | -43.7% | -9.6% |
| 10Y | +212.3% | +208.8% | +3.5% | +102.4% |
| All | +212.3% | +217.2% | -4.9% | +102.4% |
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 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