+338.5%
ALLE vs SPY
+407.2%
-68.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.2% |
| 7D | -0.6% | -2.7% | +2.1% | +2.0% |
| 30D | +25.3% | -5.4% | +30.7% | +31.8% |
| 3M | +10.3% | -4.1% | +14.4% | +14.4% |
| 6M | +38.0% | +0.7% | +37.3% | +36.2% |
| YTD | +17.8% | +8.7% | +9.1% | +7.6% |
| 1Y | +13.6% | +10.9% | +2.7% | +1.7% |
| 3Y | +89.2% | +75.0% | +14.2% | +4.9% |
| 5Y | +51.1% | +67.8% | -16.7% | -12.5% |
| 10Y | +228.1% | +312.9% | -84.7% | -26.0% |
| All | +338.5% | +407.2% | -68.7% | -20.6% |
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