-1.9%
BAH vs ALLE
+13.7%
-15.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +2.0% | -6.8% | +8.8% | +3.9% |
| 3M | -7.6% | +21.0% | -28.7% | -12.5% |
| 6M | -5.7% | +1.1% | -6.8% | -6.3% |
| YTD | -11.7% | -0.5% | -11.2% | -11.9% |
| 1Y | -27.4% | -7.3% | -20.1% | -26.1% |
| 3Y | -32.5% | +42.3% | -74.8% | -39.8% |
| All | -1.9% | +13.7% | -15.6% | -9.9% |
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