+453.5%
BLK vs ALLE
+336.8%
+116.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.9% |
| 7D | +5.2% | +0.1% | +5.2% | +5.3% |
| 30D | +12.9% | +25.9% | -13.0% | -1.6% |
| 3M | +8.6% | +14.9% | -6.3% | -0.4% |
| 6M | +13.9% | +42.1% | -28.2% | -8.9% |
| YTD | +16.1% | +20.4% | -4.3% | +1.5% |
| 1Y | +15.3% | +14.9% | +0.4% | +3.7% |
| 3Y | +96.5% | +90.1% | +6.4% | +27.0% |
| 5Y | +43.8% | +53.0% | -9.1% | +4.3% |
| 10Y | +316.8% | +208.8% | +107.9% | +93.7% |
| All | +453.5% | +336.8% | +116.7% | +117.9% |
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 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