+13.5%
BND vs ALLE
+50.9%
-37.4%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | -0.4% | -6.8% | +6.4% | 0.0% |
| 3M | -0.6% | +21.0% | -21.7% | -1.8% |
| 6M | -1.4% | +1.1% | -2.5% | -1.6% |
| YTD | -0.2% | -0.5% | +0.3% | -0.4% |
| 1Y | +1.3% | -7.3% | +8.5% | +1.5% |
| All | +13.5% | +50.9% | -37.4% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling