+212.1%
ALLE vs SM
+18.2%
+194.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -0.9% |
| 7D | +1.6% | +10.6% | -9.0% | +0.7% |
| 30D | +24.1% | -15.0% | +39.1% | +25.4% |
| 3M | +14.8% | +1.7% | +13.2% | +14.2% |
| 6M | +45.9% | +5.9% | +40.0% | +43.8% |
| YTD | +20.7% | +79.0% | -58.3% | +13.0% |
| 1Y | +14.2% | +84.7% | -70.5% | +6.5% |
| 3Y | +90.7% | -3.5% | +94.1% | +85.1% |
| 5Y | +50.6% | +4.9% | +45.6% | +42.1% |
| All | +212.1% | +18.2% | +194.0% | +134.7% |
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