+184.5%
BAH vs ALLE
+144.1%
+40.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +2.0% | -6.8% | +8.8% | +4.3% |
| 3M | -7.6% | +21.0% | -28.7% | -13.8% |
| 6M | -5.7% | +1.1% | -6.8% | -6.8% |
| YTD | -11.7% | -0.5% | -11.2% | -12.3% |
| 1Y | -27.4% | -7.3% | -20.1% | -26.1% |
| 3Y | -32.5% | +42.3% | -74.8% | -41.8% |
| 5Y | -3.3% | +13.5% | -16.8% | -11.2% |
| All | +184.5% | +144.1% | +40.4% | +97.3% |
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