+124.2%
SPG vs ALLE
+90.7%
+33.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.2% |
| 7D | +5.0% | 0.0% | +5.0% | +5.0% |
| 30D | +12.3% | +20.6% | -8.3% | +4.6% |
| 3M | +1.9% | +11.4% | -9.5% | -2.4% |
| 6M | +14.4% | +42.5% | -28.1% | -0.8% |
| YTD | +26.5% | +18.9% | +7.6% | +16.6% |
| 1Y | +30.7% | +14.2% | +16.5% | +22.8% |
| All | +124.2% | +90.7% | +33.5% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling