+127.0%
BP vs ALLE
+217.2%
-90.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -6.3% | +0.1% | -6.4% | -6.4% |
| 30D | -3.6% | +25.9% | -29.5% | -11.9% |
| 3M | +5.2% | +14.9% | -9.6% | -0.6% |
| 6M | +5.3% | +42.1% | -36.8% | -9.5% |
| YTD | +33.1% | +20.4% | +12.7% | +21.3% |
| 1Y | +26.3% | +14.9% | +11.4% | +17.3% |
| 3Y | +47.5% | +90.1% | -42.6% | +6.3% |
| 5Y | +106.2% | +53.0% | +53.2% | +60.2% |
| 10Y | +127.0% | +208.8% | -81.9% | +34.4% |
| All | +127.0% | +217.2% | -90.3% | +34.4% |
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