+210.5%
ALLE vs SPY
+311.8%
-101.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.4% |
| 7D | -0.8% | -0.9% | +0.1% | 0.0% |
| 30D | +27.4% | -2.4% | +29.7% | +29.9% |
| 3M | +13.8% | -1.2% | +15.0% | +14.7% |
| 6M | +45.5% | +3.3% | +42.2% | +40.3% |
| YTD | +21.4% | +12.3% | +9.1% | +7.7% |
| 1Y | +15.4% | +12.4% | +2.9% | +2.2% |
| 3Y | +91.7% | +78.8% | +12.9% | +4.8% |
| 5Y | +54.5% | +75.2% | -20.6% | -13.6% |
| 10Y | +210.5% | +311.1% | -100.6% | -32.5% |
| All | +210.5% | +311.8% | -101.2% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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