+142.2%
BP vs ALLE
+211.7%
-69.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | +3.8% | +3.6% | +0.3% | +2.5% |
| 30D | -5.3% | +25.9% | -31.2% | -13.5% |
| 3M | +9.3% | +15.8% | -6.5% | +2.9% |
| 6M | +7.2% | +48.1% | -40.9% | -9.3% |
| YTD | +38.0% | +22.0% | +16.1% | +25.2% |
| 1Y | +33.2% | +18.0% | +15.2% | +22.4% |
| 3Y | +50.3% | +93.1% | -42.8% | +7.7% |
| 5Y | +114.1% | +52.1% | +62.0% | +67.4% |
| All | +142.2% | +211.7% | -69.5% | +42.9% |
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