+208.8%
ALLE vs SM
+4.2%
+204.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -0.7% |
| 7D | +0.1% | -19.5% | +19.6% | +1.7% |
| 30D | +25.9% | -20.2% | +46.1% | +28.0% |
| 3M | +14.9% | -6.5% | +21.4% | +15.0% |
| 6M | +42.1% | +1.6% | +40.5% | +40.5% |
| YTD | +20.4% | +61.2% | -40.9% | +13.6% |
| 1Y | +14.9% | +65.4% | -50.5% | +8.1% |
| 3Y | +90.1% | -13.0% | +103.1% | +86.1% |
| 5Y | +53.0% | -4.3% | +57.3% | +45.5% |
| 10Y | +208.8% | +3.0% | +205.8% | +134.0% |
| All | +208.8% | +4.2% | +204.6% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling