+338.5%
ALLE vs SBAC
+132.4%
+206.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | -0.6% | +1.2% | -1.8% | -1.0% |
| 30D | +25.3% | +11.2% | +14.2% | +20.7% |
| 3M | +10.3% | +4.5% | +5.8% | +8.3% |
| 6M | +38.0% | -12.2% | +50.2% | +43.0% |
| YTD | +17.8% | -0.1% | +17.9% | +14.7% |
| 1Y | +13.6% | -0.3% | +13.9% | +10.6% |
| 3Y | +89.2% | -8.7% | +97.9% | +86.6% |
| 5Y | +51.1% | -40.2% | +91.2% | +73.3% |
| 10Y | +228.1% | +97.3% | +130.8% | +128.5% |
| All | +338.5% | +132.4% | +206.1% | +183.2% |
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