+270.3%
ALLE vs SM
-54.3%
+324.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.6% |
| 3M | +21.0% | +8.7% | +12.4% | +19.7% |
| 6M | +1.1% | +51.7% | -50.6% | -3.2% |
| YTD | -0.5% | +99.0% | -99.6% | -7.0% |
| 1Y | -7.3% | +34.6% | -41.8% | -10.7% |
| 3Y | +42.3% | -7.8% | +50.0% | +39.2% |
| 5Y | +13.5% | +104.8% | -91.3% | +2.2% |
| 10Y | +144.0% | +7.2% | +136.8% | +89.8% |
| All | +270.3% | -54.3% | +324.6% | +202.1% |
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 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