+77.3%
SO vs ALLE
+55.0%
+22.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.4% | +0.8% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | +8.6% | +26.6% | -18.0% | +3.5% |
| 3M | +1.8% | +13.2% | -11.4% | -0.9% |
| 6M | +3.6% | +42.9% | -39.3% | -3.9% |
| YTD | +9.9% | +21.0% | -11.1% | +5.2% |
| 1Y | +5.7% | +15.2% | -9.4% | +2.1% |
| 3Y | +52.5% | +95.6% | -43.1% | +29.6% |
| 5Y | +77.3% | +53.4% | +23.9% | +57.3% |
| All | +77.3% | +55.0% | +22.3% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling