+28.9%
BND vs ALLE
+260.9%
-231.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 3M | -0.6% | +21.0% | -21.7% | -1.0% |
| 6M | -1.4% | +1.1% | -2.5% | -1.5% |
| YTD | -0.2% | -0.5% | +0.3% | -0.3% |
| 1Y | +1.3% | -7.3% | +8.5% | +1.3% |
| 3Y | +13.2% | +42.3% | -29.1% | +12.3% |
| 5Y | -1.6% | +13.5% | -15.0% | -2.6% |
| 10Y | +15.5% | +144.0% | -128.6% | +15.9% |
| All | +28.9% | +260.9% | -231.9% | +30.3% |
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