+17.4%
ALLE vs SPY
+82.0%
-64.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -6.8% | +0.1% | -6.8% | -6.8% |
| 3M | +21.0% | +2.0% | +19.0% | +18.8% |
| 6M | +1.1% | +13.0% | -11.9% | -9.3% |
| YTD | -0.5% | +13.5% | -14.1% | -11.3% |
| 1Y | -7.3% | +20.0% | -27.2% | -21.4% |
| 3Y | +42.3% | +77.2% | -34.9% | -18.5% |
| All | +17.4% | +82.0% | -64.6% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling