-35.6%
BAX vs ALLE
+217.2%
-252.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | +3.6% | +0.1% | +3.6% | +3.7% |
| 30D | +8.5% | +25.9% | -17.4% | -0.8% |
| 3M | -4.9% | +14.9% | -19.7% | -10.0% |
| 6M | +47.0% | +42.1% | +4.9% | +28.0% |
| YTD | +38.4% | +20.4% | +18.1% | +27.7% |
| 1Y | +49.1% | +14.9% | +34.3% | +40.0% |
| 3Y | -14.9% | +90.1% | -105.0% | -33.7% |
| 5Y | -63.1% | +53.0% | -116.1% | -69.7% |
| 10Y | -35.6% | +208.8% | -244.4% | -58.2% |
| All | -35.6% | +217.2% | -252.8% | -58.2% |
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