+692.1%
BX vs ALLE
+149.9%
+542.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.8% |
| 7D | -4.4% | -0.2% | -4.2% | -4.2% |
| 30D | +0.1% | -6.8% | +6.9% | +5.2% |
| 3M | +16.0% | +21.0% | -5.0% | +0.3% |
| 6M | +21.6% | +1.1% | +20.5% | +18.8% |
| YTD | -8.9% | -0.5% | -8.4% | -10.8% |
| 1Y | -16.6% | -7.3% | -9.4% | -14.2% |
| 3Y | +43.3% | +42.3% | +1.1% | +6.4% |
| 5Y | +25.7% | +13.5% | +12.2% | +8.0% |
| All | +692.1% | +149.9% | +542.2% | +341.6% |
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