+269.1%
BLK vs ALLE
+154.9%
+114.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -5.2% | -2.8% | -2.4% | -3.6% |
| 30D | -7.0% | -10.2% | +3.1% | -1.1% |
| 3M | +5.7% | +17.4% | -11.8% | -5.0% |
| 6M | +11.0% | +3.3% | +7.7% | +7.3% |
| YTD | +0.9% | -4.2% | +5.1% | +1.4% |
| 1Y | -1.6% | -10.5% | +8.9% | +2.8% |
| 3Y | +64.5% | +45.4% | +19.1% | +24.5% |
| 5Y | +30.9% | +11.9% | +18.9% | +14.1% |
| All | +269.1% | +154.9% | +114.2% | +105.3% |
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