-7.3%
ALLE vs SM
+37.6%
-44.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +0.8% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -6.8% | +26.3% | -33.1% | -5.0% |
| 3M | +21.0% | +8.7% | +12.4% | +22.9% |
| 6M | +1.1% | +51.7% | -50.6% | +1.5% |
| YTD | -0.5% | +99.0% | -99.6% | -2.4% |
| 1Y | -7.3% | +34.6% | -41.8% | -9.1% |
| All | -7.3% | +37.6% | -44.8% | -9.1% |
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