+35.4%
BX vs ALLE
+94.0%
-58.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.8% |
| 7D | +0.6% | +3.6% | -3.0% | -1.6% |
| 30D | +14.2% | +25.9% | -11.6% | -0.7% |
| 3M | -18.7% | +15.8% | -34.5% | -25.7% |
| 6M | +2.5% | +48.1% | -45.6% | -20.0% |
| YTD | -18.8% | +22.0% | -40.8% | -29.5% |
| 1Y | -10.3% | +18.0% | -28.3% | -20.3% |
| 3Y | +35.4% | +93.1% | -57.7% | -14.9% |
| All | +35.4% | +94.0% | -58.6% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling