+178.2%
SAP vs ALLE
+144.1%
+34.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | +9.0% | -6.8% | +15.8% | +12.1% |
| 3M | +14.9% | +21.0% | -6.1% | +5.9% |
| 6M | +11.9% | +1.1% | +10.8% | +10.4% |
| YTD | -9.9% | -0.5% | -9.4% | -10.9% |
| 1Y | -19.5% | -7.3% | -12.3% | -18.2% |
| 3Y | +61.8% | +42.3% | +19.5% | +33.2% |
| 5Y | +56.2% | +13.5% | +42.7% | +38.9% |
| All | +178.2% | +144.1% | +34.1% | +87.2% |
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