+11.9%
ALLE vs SNY
+9.1%
+2.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.8% | -3.6% | +0.9% | -2.1% |
| 30D | -10.2% | -1.9% | -8.3% | -9.9% |
| 3M | +17.4% | -2.0% | +19.4% | +17.8% |
| 6M | +3.3% | +2.5% | +0.8% | +2.8% |
| YTD | -4.2% | -7.0% | +2.7% | -3.2% |
| 1Y | -10.5% | -4.4% | -6.1% | -10.1% |
| 3Y | +45.4% | -8.4% | +53.8% | +45.8% |
| 5Y | +11.9% | +9.5% | +2.4% | +3.1% |
| All | +11.9% | +9.1% | +2.8% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling