+17.7%
ALLE vs SARO
-7.8%
+25.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.2% |
| 7D | +6.7% | +15.8% | -9.1% | +2.4% |
| 30D | +25.4% | +22.2% | +3.2% | +18.7% |
| 3M | +16.9% | -16.2% | +33.1% | +21.3% |
| 6M | +46.6% | +4.6% | +42.0% | +44.3% |
| YTD | +22.4% | -10.4% | +32.8% | +23.6% |
| 1Y | +17.7% | -6.5% | +24.2% | +18.9% |
| All | +17.7% | -7.8% | +25.5% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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