+112.3%
SPG vs ALLE
+42.6%
+69.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -6.8% | -6.8% | 0.0% | -4.4% |
| 3M | +2.7% | +21.0% | -18.4% | -5.3% |
| 6M | +5.5% | +1.1% | +4.4% | +4.4% |
| YTD | +15.7% | -0.5% | +16.2% | +14.2% |
| 1Y | +20.9% | -7.3% | +28.1% | +23.1% |
| All | +112.3% | +42.6% | +69.8% | +62.9% |
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