-33.3%
BAX vs ALLE
+208.6%
-241.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.1% |
| 7D | +0.4% | +1.6% | -1.2% | -0.2% |
| 30D | +3.4% | +24.1% | -20.7% | -4.9% |
| 3M | -4.5% | +14.8% | -19.3% | -9.6% |
| 6M | +44.0% | +45.9% | -1.9% | +24.2% |
| YTD | +34.9% | +20.7% | +14.1% | +24.3% |
| 1Y | +37.9% | +14.2% | +23.7% | +29.7% |
| 3Y | -17.1% | +90.7% | -107.8% | -35.5% |
| 5Y | -64.3% | +50.6% | -114.8% | -70.5% |
| All | -33.3% | +208.6% | -241.9% | -56.7% |
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