+155.9%
ALLE vs SNY
+64.5%
+91.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -2.4% | -3.3% | +0.9% | -1.3% |
| 30D | -7.7% | -2.2% | -5.5% | -7.1% |
| 3M | +15.2% | -3.0% | +18.2% | +16.1% |
| 6M | +5.4% | +2.7% | +2.7% | +4.2% |
| YTD | -2.9% | -6.8% | +3.9% | -1.1% |
| 1Y | -12.8% | -5.3% | -7.5% | -11.9% |
| 3Y | +47.2% | -9.8% | +56.9% | +47.2% |
| 5Y | +13.5% | +9.7% | +3.8% | +1.3% |
| All | +155.9% | +64.5% | +91.4% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling