+4.0%
BEN vs ALLE
+331.3%
-327.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -3.2% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -0.7% | +20.6% | -21.3% | -12.0% |
| 3M | -6.8% | +11.4% | -18.2% | -13.5% |
| 6M | +7.9% | +42.5% | -34.7% | -15.1% |
| YTD | +39.6% | +18.9% | +20.7% | +21.5% |
| 1Y | +48.5% | +14.2% | +34.4% | +32.5% |
| 3Y | +55.7% | +90.7% | -35.0% | -3.0% |
| 5Y | +15.1% | +52.5% | -37.4% | -18.1% |
| 10Y | +57.4% | +231.2% | -173.9% | -29.6% |
| All | +4.0% | +331.3% | -327.4% | -58.8% |
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 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