+42.5%
ALLE vs SPY
+2.1%
+40.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | -1.4% |
| 7D | 0.0% | -4.7% | +4.8% | +1.7% |
| 30D | +20.6% | -5.9% | +26.5% | +23.1% |
| 3M | +11.4% | -4.5% | +15.9% | +13.0% |
| 6M | +42.5% | +1.8% | +40.8% | +34.8% |
| All | +42.5% | +2.1% | +40.5% | +34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling