+342.6%
ALLE vs SM
-62.8%
+405.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.5% |
| 7D | 0.0% | -25.1% | +25.2% | +2.1% |
| 30D | +20.6% | -15.6% | +36.2% | +21.9% |
| 3M | +11.4% | +2.7% | +8.7% | +10.7% |
| 6M | +42.5% | -3.8% | +46.4% | +41.6% |
| YTD | +18.9% | +61.8% | -43.0% | +12.6% |
| 1Y | +14.2% | +71.4% | -57.2% | +7.5% |
| 3Y | +90.7% | -20.7% | +111.4% | +88.4% |
| 5Y | +52.5% | -11.5% | +64.0% | +46.3% |
| 10Y | +231.2% | +10.2% | +221.0% | +157.6% |
| All | +342.6% | -62.8% | +405.5% | +265.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling