+270.3%
ALLE vs SPY
+430.0%
-159.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 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% | +18.4% |
| 6M | +1.1% | +13.0% | -11.9% | -10.6% |
| YTD | -0.5% | +13.5% | -14.1% | -12.6% |
| 1Y | -7.3% | +20.0% | -27.2% | -22.9% |
| 3Y | +42.3% | +77.2% | -34.9% | -21.6% |
| 5Y | +13.5% | +81.9% | -68.4% | -39.1% |
| 10Y | +144.0% | +314.1% | -170.0% | -44.7% |
| All | +270.3% | +430.0% | -159.7% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling