+121.7%
BP vs ALLE
+145.7%
-24.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | +3.9% | -0.2% | +4.2% | +3.9% |
| 30D | +7.6% | -6.8% | +14.4% | +10.3% |
| 3M | +0.7% | +21.0% | -20.3% | -7.5% |
| 6M | +15.5% | +1.1% | +14.4% | +13.3% |
| YTD | +30.8% | -0.5% | +31.4% | +28.7% |
| 1Y | +34.3% | -7.3% | +41.6% | +35.6% |
| 3Y | +35.1% | +42.3% | -7.2% | +10.0% |
| 5Y | +126.8% | +13.5% | +113.4% | +101.7% |
| All | +121.7% | +145.7% | -24.0% | +45.0% |
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