+259.6%
SAN vs ALLE
+233.6%
+26.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.8% | +3.4% | +4.7% |
| 7D | +8.7% | -0.6% | +9.4% | +9.2% |
| 30D | -6.5% | +26.6% | -33.1% | -17.8% |
| 3M | -14.2% | +13.2% | -27.4% | -20.1% |
| 6M | +2.7% | +42.9% | -40.2% | -16.4% |
| YTD | +8.9% | +21.0% | -12.2% | -4.1% |
| 1Y | +23.4% | +15.2% | +8.2% | +11.8% |
| 3Y | +257.9% | +95.6% | +162.4% | +131.3% |
| 5Y | +297.8% | +53.4% | +244.3% | +189.5% |
| 10Y | +259.6% | +221.5% | +38.1% | +85.9% |
| All | +259.6% | +233.6% | +26.0% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling