+30.9%
SPG vs ALLE
+18.6%
+12.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.5% |
| 7D | +8.2% | +6.7% | +1.5% | +6.7% |
| 30D | +13.5% | +25.4% | -11.9% | +8.2% |
| 3M | +2.2% | +16.9% | -14.7% | -1.3% |
| 6M | +15.9% | +46.6% | -30.7% | +6.9% |
| YTD | +27.6% | +22.4% | +5.2% | +16.6% |
| 1Y | +30.9% | +17.7% | +13.2% | +21.5% |
| All | +30.9% | +18.6% | +12.4% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling