+267.8%
ALLE vs SNY
+33.5%
+234.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.1% |
| 7D | +2.8% | -2.7% | +5.5% | +3.7% |
| 30D | -7.6% | -0.7% | -6.9% | -7.5% |
| 3M | +22.8% | -1.6% | +24.4% | +23.2% |
| 6M | +4.6% | +2.3% | +2.3% | +3.6% |
| YTD | -1.2% | -6.0% | +4.8% | +0.3% |
| 1Y | -9.1% | -2.7% | -6.5% | -9.1% |
| 3Y | +50.0% | -7.5% | +57.4% | +48.6% |
| 5Y | +15.2% | +6.7% | +8.5% | +5.4% |
| 10Y | +151.1% | +62.3% | +88.8% | +92.2% |
| All | +267.8% | +33.5% | +234.3% | +188.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling