+59.6%
SPG vs ALLE
+144.1%
-84.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.6% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -6.8% | -6.8% | 0.0% | -2.6% |
| 3M | +2.7% | +21.0% | -18.4% | -10.6% |
| 6M | +5.5% | +1.1% | +4.4% | +2.9% |
| YTD | +15.7% | -0.5% | +16.2% | +13.0% |
| 1Y | +20.9% | -7.3% | +28.1% | +23.5% |
| 3Y | +112.4% | +42.3% | +70.1% | +54.5% |
| 5Y | +101.4% | +13.5% | +87.9% | +69.8% |
| All | +59.6% | +144.1% | -84.6% | -3.2% |
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