+322.5%
BLK vs ALLE
+212.2%
+110.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | +0.2% | -0.8% | +1.0% | +0.7% |
| 30D | +13.1% | +27.4% | -14.2% | -2.0% |
| 3M | +7.3% | +13.8% | -6.6% | -1.1% |
| 6M | +14.6% | +45.5% | -30.9% | -9.5% |
| YTD | +16.5% | +21.4% | -4.9% | +1.4% |
| 1Y | +15.4% | +15.4% | 0.0% | +3.6% |
| 3Y | +97.2% | +91.7% | +5.4% | +26.2% |
| 5Y | +43.4% | +54.5% | -11.2% | +2.9% |
| 10Y | +322.5% | +210.5% | +111.9% | +111.9% |
| All | +322.5% | +212.2% | +110.3% | +111.9% |
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