+81.5%
SPG vs ALLE
+55.0%
+26.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +0.7% |
| 7D | +5.1% | -0.6% | +5.7% | +5.4% |
| 30D | +16.8% | +26.6% | -9.8% | +4.0% |
| 3M | +5.7% | +13.2% | -7.5% | -0.8% |
| 6M | +17.8% | +42.9% | -25.1% | -2.2% |
| YTD | +30.1% | +21.0% | +9.1% | +16.1% |
| 1Y | +32.8% | +15.2% | +17.6% | +21.7% |
| 3Y | +137.2% | +95.6% | +41.6% | +55.8% |
| 5Y | +81.5% | +53.4% | +28.0% | +35.0% |
| All | +81.5% | +55.0% | +26.5% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling