+50.6%
ALLE vs SM
+5.1%
+45.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -1.0% |
| 7D | +1.6% | +10.6% | -9.0% | +0.6% |
| 30D | +24.1% | -15.0% | +39.1% | +25.5% |
| 3M | +14.8% | +1.7% | +13.2% | +14.0% |
| 6M | +45.9% | +5.9% | +40.0% | +43.3% |
| YTD | +20.7% | +79.0% | -58.3% | +9.8% |
| 1Y | +14.2% | +84.7% | -70.5% | +3.3% |
| 3Y | +90.7% | -3.5% | +94.1% | +82.7% |
| 5Y | +50.6% | +4.9% | +45.6% | +40.5% |
| All | +50.6% | +5.1% | +45.5% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling