+17.4%
ALLE vs SM
+107.8%
-90.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.2% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -6.8% | +26.3% | -33.1% | -9.0% |
| 3M | +21.0% | +8.7% | +12.4% | +19.6% |
| 6M | +1.1% | +51.7% | -50.6% | -4.8% |
| YTD | -0.5% | +99.0% | -99.6% | -9.8% |
| 1Y | -7.3% | +34.6% | -41.8% | -11.9% |
| 3Y | +42.3% | -7.8% | +50.0% | +38.1% |
| All | +17.4% | +107.8% | -90.4% | -0.8% |
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