+25.1%
BIL vs ALLE
+260.9%
-235.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +0.3% | -6.8% | +7.1% | +0.3% |
| 3M | +0.9% | +21.0% | -20.1% | +0.9% |
| 6M | +1.8% | +1.1% | +0.7% | +1.8% |
| YTD | +2.4% | -0.5% | +3.0% | +2.4% |
| 1Y | +3.7% | -7.3% | +11.0% | +3.7% |
| 3Y | +14.2% | +42.3% | -28.1% | +14.2% |
| 5Y | +19.4% | +13.5% | +5.9% | +19.4% |
| 10Y | +25.2% | +144.0% | -118.8% | +25.2% |
| All | +25.1% | +260.9% | -235.8% | +25.1% |
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