+31.2%
BLK vs ALLE
+11.9%
+19.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.6% | -0.6% |
| 7D | -2.7% | -2.2% | -0.5% | -1.5% |
| 30D | -4.8% | -8.3% | +3.6% | -0.2% |
| 3M | +6.5% | +16.3% | -9.8% | -3.2% |
| 6M | +13.2% | +1.8% | +11.3% | +10.8% |
| YTD | +1.8% | -3.9% | +5.8% | +2.3% |
| 1Y | -1.0% | -10.0% | +9.1% | +3.3% |
| 3Y | +66.0% | +45.8% | +20.1% | +24.4% |
| 5Y | +31.2% | +13.3% | +18.0% | +9.7% |
| All | +31.2% | +11.9% | +19.3% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling