-23.2%
BAH vs ALLE
+90.7%
-113.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.0% | +1.8% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +31.1% | +20.6% | +10.5% | +25.0% |
| 3M | +25.2% | +11.4% | +13.7% | +21.6% |
| 6M | +18.9% | +42.5% | -23.6% | +8.7% |
| YTD | +8.3% | +18.9% | -10.6% | +3.9% |
| 1Y | +6.2% | +14.2% | -8.0% | +3.0% |
| All | -23.2% | +90.7% | -113.8% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling