+15.5%
ALLE vs SM
+62.4%
-46.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.5% | +2.5% |
| 7D | -0.6% | -22.3% | +21.6% | -2.8% |
| 30D | +26.6% | -21.4% | +48.0% | +24.0% |
| 3M | +13.2% | +1.4% | +11.8% | +13.9% |
| 6M | +42.9% | +0.1% | +42.8% | +43.4% |
| YTD | +21.0% | +59.0% | -37.9% | +13.9% |
| All | +15.5% | +62.4% | -46.9% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling