+342.6%
ALLE vs SBAC
+136.9%
+205.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.5% |
| 7D | 0.0% | +4.4% | -4.4% | -1.5% |
| 30D | +20.6% | +13.8% | +6.8% | +15.2% |
| 3M | +11.4% | +9.0% | +2.4% | +7.8% |
| 6M | +42.5% | -10.0% | +52.6% | +46.4% |
| YTD | +18.9% | +1.8% | +17.1% | +15.0% |
| 1Y | +14.2% | +1.1% | +13.0% | +10.7% |
| 3Y | +90.7% | -9.5% | +100.2% | +89.0% |
| 5Y | +52.5% | -39.0% | +91.5% | +73.8% |
| 10Y | +231.2% | +101.1% | +130.1% | +129.2% |
| All | +342.6% | +136.9% | +205.8% | +184.0% |
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 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