+451.0%
BLK vs ALLE
+338.1%
+112.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | +3.9% | +1.6% | +2.4% | +3.0% |
| 30D | +14.1% | +24.1% | -10.0% | +0.3% |
| 3M | +5.3% | +14.8% | -9.5% | -3.4% |
| 6M | +12.6% | +45.9% | -33.3% | -11.3% |
| YTD | +15.5% | +20.7% | -5.2% | +0.9% |
| 1Y | +13.6% | +14.2% | -0.6% | +2.6% |
| 3Y | +95.6% | +90.7% | +4.9% | +26.2% |
| 5Y | +41.4% | +50.6% | -9.2% | +3.5% |
| 10Y | +319.1% | +208.9% | +110.2% | +94.8% |
| All | +451.0% | +338.1% | +112.9% | +116.5% |
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