+25.6%
BIL vs ALLE
+233.6%
-208.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | 0.0% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | 0.0% | +26.6% | -26.6% | 0.0% |
| 3M | +0.6% | +13.2% | -12.6% | +0.6% |
| 6M | +1.5% | +42.9% | -41.4% | +1.5% |
| YTD | +2.8% | +21.0% | -18.3% | +2.8% |
| 1Y | +3.3% | +15.2% | -11.8% | +3.3% |
| 3Y | +13.4% | +95.6% | -82.2% | +13.4% |
| 5Y | +19.8% | +53.4% | -33.6% | +19.8% |
| 10Y | +25.6% | +221.5% | -195.8% | +25.7% |
| All | +25.6% | +233.6% | -208.0% | +25.7% |
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