+3.1%
BAH vs ALLE
+14.8%
-11.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.9% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +18.2% | +25.9% | -7.7% | +12.3% |
| 3M | +13.1% | +14.9% | -1.8% | +9.3% |
| 6M | +15.2% | +42.1% | -26.9% | +7.0% |
| YTD | +6.0% | +20.4% | -14.4% | +2.8% |
| 1Y | +3.1% | +14.9% | -11.7% | +1.5% |
| All | +3.1% | +14.8% | -11.7% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling