+285.2%
BRO vs ALLE
+158.4%
+126.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.8% |
| 7D | -7.3% | -2.4% | -4.9% | -6.4% |
| 30D | -6.9% | -7.7% | +0.8% | -3.8% |
| 3M | +10.7% | +15.2% | -4.5% | +4.1% |
| 6M | -2.7% | +5.4% | -8.1% | -5.4% |
| YTD | -16.3% | -2.9% | -13.4% | -16.2% |
| 1Y | -29.1% | -12.8% | -16.3% | -25.9% |
| 3Y | -7.8% | +47.2% | -55.0% | -25.0% |
| 5Y | +18.7% | +13.5% | +5.3% | +6.7% |
| All | +285.2% | +158.4% | +126.8% | +157.2% |
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