+115.9%
SPG vs ALLE
+212.2%
-96.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | +2.7% | -0.8% | +3.6% | +3.2% |
| 30D | +16.6% | +27.4% | -10.8% | -1.0% |
| 3M | +8.1% | +13.8% | -5.8% | -1.4% |
| 6M | +19.3% | +45.5% | -26.2% | -8.6% |
| YTD | +31.1% | +21.4% | +9.7% | +11.6% |
| 1Y | +32.8% | +15.4% | +17.4% | +17.0% |
| 3Y | +135.8% | +91.7% | +44.1% | +38.8% |
| 5Y | +85.1% | +54.5% | +30.6% | +24.8% |
| 10Y | +115.9% | +210.5% | -94.6% | +14.4% |
| All | +115.9% | +212.2% | -96.2% | +14.4% |
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