-63.7%
BAX vs ALLE
+51.8%
-115.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.0% |
| 7D | +9.1% | 0.0% | +9.1% | +9.2% |
| 30D | +5.3% | +20.6% | -15.3% | -2.8% |
| 3M | -6.1% | +11.4% | -17.5% | -10.5% |
| 6M | +53.3% | +42.5% | +10.7% | +31.7% |
| YTD | +34.4% | +18.9% | +15.5% | +23.4% |
| 1Y | +43.2% | +14.2% | +29.0% | +33.6% |
| 3Y | -20.1% | +90.7% | -110.8% | -38.7% |
| 5Y | -63.7% | +52.5% | -116.2% | -70.8% |
| All | -63.7% | +51.8% | -115.6% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling