+342.6%
ALLE vs SPY
+405.6%
-63.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | +1.3% |
| 7D | 0.0% | -4.7% | +4.8% | +4.7% |
| 30D | +20.6% | -5.9% | +26.5% | +27.5% |
| 3M | +11.4% | -4.5% | +15.9% | +16.1% |
| 6M | +42.5% | +1.8% | +40.8% | +39.2% |
| YTD | +18.9% | +8.3% | +10.6% | +9.0% |
| 1Y | +14.2% | +9.3% | +4.8% | +3.6% |
| 3Y | +90.7% | +74.9% | +15.8% | +5.8% |
| 5Y | +52.5% | +67.3% | -14.8% | -11.4% |
| 10Y | +231.2% | +311.6% | -80.3% | -25.1% |
| All | +342.6% | +405.6% | -63.0% | -19.6% |
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