+53.4%
ALLE vs SBAC
-39.6%
+93.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +3.6% | +0.6% | +2.9% | +3.4% |
| 30D | +25.9% | +5.5% | +20.4% | +23.9% |
| 3M | +15.8% | +3.1% | +12.7% | +14.5% |
| 6M | +48.1% | -7.0% | +55.1% | +50.2% |
| YTD | +22.0% | +0.5% | +21.5% | +19.5% |
| 1Y | +18.0% | +0.2% | +17.8% | +15.7% |
| 3Y | +93.1% | -7.4% | +100.4% | +90.5% |
| All | +53.4% | -39.6% | +93.0% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling