+270.3%
ALLE vs SUI
+334.9%
-64.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -0.2% | -2.8% | +2.6% | +0.9% |
| 30D | -6.8% | -1.2% | -5.6% | -6.4% |
| 3M | +21.0% | -1.7% | +22.8% | +21.6% |
| 6M | +1.1% | -10.5% | +11.6% | +5.4% |
| YTD | -0.5% | -1.8% | +1.3% | -0.3% |
| 1Y | -7.3% | -4.1% | -3.2% | -6.3% |
| 3Y | +42.3% | +11.3% | +31.0% | +32.4% |
| 5Y | +13.5% | -32.1% | +45.6% | +28.1% |
| 10Y | +144.0% | +110.4% | +33.6% | +83.6% |
| All | +270.3% | +334.9% | -64.6% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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