+53.4%
ALLE vs SM
+5.5%
+47.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.6% | +9.4% | -5.8% | +2.7% |
| 30D | +25.9% | -14.4% | +40.3% | +27.3% |
| 3M | +15.8% | +1.6% | +14.2% | +14.9% |
| 6M | +48.1% | +6.3% | +41.7% | +45.4% |
| YTD | +22.0% | +78.8% | -56.8% | +10.9% |
| 1Y | +18.0% | +83.1% | -65.1% | +6.9% |
| 3Y | +93.1% | -5.9% | +99.0% | +85.6% |
| All | +53.4% | +5.5% | +47.9% | +43.2% |
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