+270.3%
ALLE vs SBAC
+132.4%
+137.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | -0.2% | -0.8% | +0.6% | 0.0% |
| 30D | -6.8% | +6.9% | -13.7% | -9.0% |
| 3M | +21.0% | -8.2% | +29.3% | +24.0% |
| 6M | +1.1% | -1.6% | +2.7% | -0.3% |
| YTD | -0.5% | -0.1% | -0.4% | -2.8% |
| 1Y | -7.3% | -0.5% | -6.8% | -9.4% |
| 3Y | +42.3% | -9.1% | +51.3% | +40.5% |
| 5Y | +13.5% | -43.8% | +57.3% | +33.6% |
| 10Y | +144.0% | +80.5% | +63.5% | +76.9% |
| All | +270.3% | +132.4% | +137.9% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling