+130.2%
BP vs ALLE
+222.4%
-92.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | 0.0% |
| 7D | -11.6% | -0.6% | -11.1% | -11.5% |
| 30D | 0.0% | +25.3% | -25.3% | -8.4% |
| 3M | +6.7% | +10.3% | -3.5% | +2.3% |
| 6M | +2.2% | +38.0% | -35.9% | -11.2% |
| YTD | +33.0% | +17.8% | +15.2% | +22.2% |
| 1Y | +30.7% | +13.6% | +17.1% | +21.9% |
| 3Y | +44.2% | +89.2% | -45.0% | +4.0% |
| 5Y | +105.1% | +51.1% | +54.1% | +60.0% |
| All | +130.2% | +222.4% | -92.2% | +37.2% |
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