+72.2%
BTI vs ALLE
+146.0%
-73.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.8% |
| 7D | -2.4% | -2.2% | -0.3% | -1.9% |
| 30D | -4.8% | -8.3% | +3.6% | -2.7% |
| 3M | -8.1% | +16.3% | -24.4% | -11.9% |
| 6M | -4.2% | +1.8% | -6.0% | -5.2% |
| YTD | -1.3% | -3.9% | +2.7% | -1.0% |
| 1Y | +2.1% | -10.0% | +12.1% | +4.0% |
| 3Y | +108.9% | +45.8% | +63.1% | +83.6% |
| 5Y | +114.5% | +13.3% | +101.2% | +99.6% |
| 10Y | +72.2% | +155.3% | -83.0% | +31.0% |
| All | +72.2% | +146.0% | -73.7% | +31.0% |
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