+680.0%
BX vs ALLE
+212.2%
+467.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -1.0% |
| 7D | -2.8% | -0.8% | -2.0% | -2.2% |
| 30D | +7.3% | +27.4% | -20.0% | -9.7% |
| 3M | -16.3% | +13.8% | -30.2% | -23.8% |
| 6M | +2.5% | +45.5% | -43.0% | -22.5% |
| YTD | -17.6% | +21.4% | -39.0% | -30.1% |
| 1Y | -12.4% | +15.4% | -27.7% | -22.9% |
| 3Y | +36.2% | +91.7% | -55.5% | -18.8% |
| 5Y | +3.0% | +54.5% | -51.5% | -28.7% |
| 10Y | +680.0% | +210.5% | +469.5% | +277.9% |
| All | +680.0% | +212.2% | +467.8% | +277.9% |
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