-14.5%
BAX vs ALLE
+331.3%
-345.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.1% |
| 7D | +9.1% | 0.0% | +9.1% | +9.2% |
| 30D | +5.3% | +20.6% | -15.3% | -2.0% |
| 3M | -6.1% | +11.4% | -17.5% | -10.1% |
| 6M | +53.3% | +42.5% | +10.7% | +33.7% |
| YTD | +34.4% | +18.9% | +15.5% | +24.8% |
| 1Y | +43.2% | +14.2% | +29.0% | +34.9% |
| 3Y | -20.1% | +90.7% | -110.8% | -37.6% |
| 5Y | -63.7% | +52.5% | -116.2% | -70.1% |
| 10Y | -36.3% | +231.2% | -267.6% | -61.1% |
| All | -14.5% | +331.3% | -345.9% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling