+28.7%
BND vs ALLE
+327.3%
-298.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | -0.1% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | +2.3% | +25.3% | -23.1% | +1.8% |
| 3M | -0.2% | +10.3% | -10.5% | -0.5% |
| 6M | -1.0% | +38.0% | -39.0% | -1.7% |
| YTD | -0.4% | +17.8% | -18.2% | -0.8% |
| 1Y | -0.1% | +13.6% | -13.7% | -0.5% |
| 3Y | +15.1% | +89.2% | -74.1% | +13.6% |
| 5Y | -1.5% | +51.1% | -52.6% | -2.9% |
| 10Y | +16.0% | +228.1% | -212.1% | +16.3% |
| All | +28.7% | +327.3% | -298.6% | +29.6% |
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