+126.0%
SPG vs ALLE
+88.9%
+37.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.2% |
| 7D | +4.9% | -0.6% | +5.5% | +5.1% |
| 30D | +15.6% | +25.3% | -9.7% | +6.2% |
| 3M | +4.1% | +10.3% | -6.2% | +0.1% |
| 6M | +13.6% | +38.0% | -24.5% | -0.2% |
| YTD | +27.5% | +17.8% | +9.8% | +18.0% |
| 1Y | +32.2% | +13.6% | +18.6% | +24.4% |
| 3Y | +126.0% | +89.2% | +36.8% | +58.8% |
| All | +126.0% | +88.9% | +37.1% | +58.8% |
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 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