+13.6%
ALLE vs SBAC
-0.4%
+14.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.9% |
| 7D | -0.6% | +1.2% | -1.8% | -0.6% |
| 30D | +25.3% | +11.2% | +14.2% | +25.0% |
| 3M | +10.3% | +4.5% | +5.8% | +9.9% |
| 6M | +38.0% | -12.2% | +50.2% | +38.1% |
| YTD | +17.8% | -0.1% | +17.9% | +20.3% |
| 1Y | +13.6% | -0.3% | +13.9% | +15.7% |
| All | +13.6% | -0.4% | +14.0% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling