+15.5%
BND vs ALLE
+148.2%
-132.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +0.1% | +2.8% | -2.6% | +0.1% |
| 30D | -0.4% | -7.6% | +7.3% | -0.1% |
| 3M | -0.2% | +22.8% | -23.0% | -0.9% |
| 6M | -1.2% | +4.6% | -5.8% | -1.4% |
| YTD | -0.3% | -1.2% | +0.9% | -0.4% |
| 1Y | +0.4% | -9.1% | +9.5% | +0.5% |
| 3Y | +13.4% | +50.0% | -36.6% | +11.9% |
| 5Y | -1.5% | +15.2% | -16.8% | -2.8% |
| 10Y | +15.5% | +151.1% | -135.6% | +14.9% |
| All | +15.5% | +148.2% | -132.8% | +14.9% |
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