+109.4%
BP vs ALLE
+54.3%
+55.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | -0.8% | -0.8% | +0.1% | -0.6% |
| 30D | -3.1% | +27.4% | -30.5% | -7.4% |
| 3M | +6.2% | +13.8% | -7.7% | +3.5% |
| 6M | +4.8% | +45.5% | -40.7% | -3.1% |
| YTD | +35.2% | +21.4% | +13.8% | +29.8% |
| 1Y | +27.4% | +15.4% | +12.1% | +24.0% |
| 3Y | +49.8% | +91.7% | -41.9% | +24.9% |
| 5Y | +109.4% | +54.5% | +54.9% | +85.1% |
| All | +109.4% | +54.3% | +55.1% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling