+710.1%
BX vs ALLE
+233.6%
+476.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.0% | +1.8% |
| 7D | +3.3% | -0.6% | +3.9% | +3.9% |
| 30D | +9.6% | +26.6% | -17.0% | -7.4% |
| 3M | -8.7% | +13.2% | -21.8% | -16.5% |
| 6M | +2.2% | +42.9% | -40.7% | -21.7% |
| YTD | -16.2% | +21.0% | -37.2% | -28.8% |
| 1Y | -11.5% | +15.2% | -26.6% | -22.1% |
| 3Y | +41.0% | +95.6% | -54.6% | -17.2% |
| 5Y | +1.1% | +53.4% | -52.3% | -29.7% |
| 10Y | +710.1% | +221.5% | +488.6% | +279.0% |
| All | +710.1% | +233.6% | +476.5% | +279.0% |
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