+221.5%
ALLE vs SM
+4.9%
+216.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.5% | +3.0% |
| 7D | -0.6% | -22.3% | +21.6% | +1.3% |
| 30D | +26.6% | -21.4% | +48.0% | +28.8% |
| 3M | +13.2% | +1.4% | +11.8% | +12.5% |
| 6M | +42.9% | +0.1% | +42.8% | +41.5% |
| YTD | +21.0% | +59.0% | -37.9% | +14.4% |
| 1Y | +15.2% | +64.3% | -49.2% | +8.4% |
| 3Y | +95.6% | -13.1% | +108.7% | +91.5% |
| 5Y | +53.4% | -13.9% | +67.3% | +47.1% |
| 10Y | +221.5% | +1.7% | +219.8% | +144.3% |
| All | +221.5% | +4.9% | +216.6% | +144.3% |
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