-14.9%
BAX vs ALLE
+93.1%
-108.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +1.1% |
| 7D | +9.0% | -0.6% | +9.7% | +9.4% |
| 30D | +8.5% | +26.6% | -18.1% | -3.3% |
| 3M | -4.1% | +13.2% | -17.3% | -9.8% |
| 6M | +46.9% | +42.9% | +4.1% | +22.9% |
| YTD | +38.4% | +21.0% | +17.4% | +23.7% |
| 1Y | +47.0% | +15.2% | +31.9% | +34.6% |
| 3Y | -14.9% | +95.6% | -110.5% | -35.5% |
| All | -14.9% | +93.1% | -108.0% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling