+8.1%
BAH vs ALLE
+54.3%
-46.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.8% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | +18.0% | +27.4% | -9.4% | +10.5% |
| 3M | +11.4% | +13.8% | -2.4% | +7.4% |
| 6M | +17.7% | +45.5% | -27.8% | +5.8% |
| YTD | +5.4% | +21.4% | -16.0% | -0.5% |
| 1Y | +2.8% | +15.4% | -12.6% | -1.6% |
| 3Y | -26.7% | +91.7% | -118.4% | -39.8% |
| 5Y | +8.1% | +54.5% | -46.5% | -6.8% |
| All | +8.1% | +54.3% | -46.2% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling