+90.1%
ALLE vs SPY
+78.4%
+11.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | +0.1% | -0.6% | +0.7% | +0.4% |
| 30D | +25.9% | -3.7% | +29.6% | +28.7% |
| 3M | +14.9% | -2.7% | +17.6% | +16.7% |
| 6M | +42.1% | +2.2% | +39.9% | +39.6% |
| YTD | +20.4% | +10.8% | +9.5% | +11.8% |
| 1Y | +14.9% | +11.2% | +3.6% | +6.4% |
| 3Y | +90.1% | +76.5% | +13.6% | +11.0% |
| All | +90.1% | +78.4% | +11.7% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling