-36.8%
BAX vs ALLE
+222.4%
-259.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.9% |
| 7D | +12.1% | -0.6% | +12.7% | +12.4% |
| 30D | +7.6% | +25.3% | -17.7% | -1.5% |
| 3M | -4.5% | +10.3% | -14.8% | -8.3% |
| 6M | +52.0% | +38.0% | +14.0% | +33.8% |
| YTD | +35.1% | +17.8% | +17.4% | +25.7% |
| 1Y | +43.7% | +13.6% | +30.1% | +35.5% |
| 3Y | -20.9% | +89.2% | -110.1% | -38.3% |
| 5Y | -63.5% | +51.1% | -114.6% | -69.9% |
| All | -36.8% | +222.4% | -259.3% | -60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling