-19.6%
BX vs ALLE
-8.3%
-11.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -2.0% | +2.8% | -4.8% | -2.8% |
| 30D | -2.3% | -7.6% | +5.3% | +0.1% |
| 3M | +18.5% | +22.8% | -4.3% | +11.9% |
| 6M | +23.7% | +4.6% | +19.1% | +21.2% |
| YTD | -10.4% | -1.2% | -9.1% | -13.6% |
| 1Y | -19.6% | -9.1% | -10.4% | -17.9% |
| All | -19.6% | -8.3% | -11.3% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling