+17.6%
BND vs ALLE
+233.6%
-216.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | 0.0% |
| 7D | +0.4% | -0.6% | +1.0% | +0.4% |
| 30D | +2.0% | +26.6% | -24.6% | +1.2% |
| 3M | -0.4% | +13.2% | -13.6% | -0.8% |
| 6M | -0.9% | +42.9% | -43.8% | -2.1% |
| YTD | -0.3% | +21.0% | -21.4% | -1.1% |
| 1Y | 0.0% | +15.2% | -15.2% | -0.6% |
| 3Y | +15.1% | +95.6% | -80.5% | +12.7% |
| 5Y | -1.5% | +53.4% | -54.9% | -3.5% |
| 10Y | +17.6% | +221.5% | -203.9% | +16.4% |
| All | +17.6% | +233.6% | -216.0% | +16.4% |
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