+110.9%
SPG vs ALLE
+222.4%
-111.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.4% |
| 7D | +4.9% | -0.6% | +5.5% | +5.2% |
| 30D | +15.6% | +25.3% | -9.7% | -0.7% |
| 3M | +4.1% | +10.3% | -6.2% | -3.1% |
| 6M | +13.6% | +38.0% | -24.5% | -10.0% |
| YTD | +27.5% | +17.8% | +9.8% | +10.8% |
| 1Y | +32.2% | +13.6% | +18.6% | +17.7% |
| 3Y | +126.0% | +89.2% | +36.8% | +34.1% |
| 5Y | +74.7% | +51.1% | +23.7% | +19.5% |
| All | +110.9% | +222.4% | -111.5% | +13.8% |
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