+486.6%
BAH vs ALLE
+260.9%
+225.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.4% |
| 3M | -7.6% | +21.0% | -28.7% | -14.0% |
| 6M | -5.7% | +1.1% | -6.8% | -6.8% |
| YTD | -11.7% | -0.5% | -11.2% | -12.4% |
| 1Y | -27.4% | -7.3% | -20.1% | -26.1% |
| 3Y | -32.5% | +42.3% | -74.8% | -42.2% |
| 5Y | -3.3% | +13.5% | -16.8% | -11.6% |
| 10Y | +186.0% | +144.0% | +42.0% | +85.5% |
| All | +486.6% | +260.9% | +225.7% | +230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling