+215.3%
ALLE vs SBAC
+114.8%
+100.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.5% |
| 7D | +3.6% | +0.6% | +2.9% | +3.3% |
| 30D | +25.9% | +5.5% | +20.4% | +23.6% |
| 3M | +15.8% | +3.1% | +12.7% | +14.2% |
| 6M | +48.1% | -7.0% | +55.1% | +50.3% |
| YTD | +22.0% | +0.5% | +21.5% | +18.7% |
| 1Y | +18.0% | +0.2% | +17.8% | +15.0% |
| 3Y | +93.1% | -7.4% | +100.4% | +89.6% |
| 5Y | +52.1% | -39.7% | +91.8% | +74.3% |
| All | +215.3% | +114.8% | +100.5% | +143.5% |
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