+208.8%
ALLE vs SBAC
+103.9%
+104.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +0.1% | +3.6% | -3.6% | -1.1% |
| 30D | +25.9% | +4.9% | +21.0% | +23.9% |
| 3M | +14.9% | +6.5% | +8.4% | +12.2% |
| 6M | +42.1% | -11.1% | +53.2% | +46.5% |
| YTD | +20.4% | +0.9% | +19.4% | +17.0% |
| 1Y | +14.9% | -1.6% | +16.4% | +12.7% |
| 3Y | +90.1% | -7.0% | +97.1% | +86.4% |
| 5Y | +53.0% | -39.2% | +92.2% | +74.8% |
| 10Y | +208.8% | +111.4% | +97.5% | +140.0% |
| All | +208.8% | +103.9% | +104.9% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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