+164.7%
SPG vs ALLE
+260.9%
-96.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.6% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -6.8% | -6.8% | 0.0% | -3.0% |
| 3M | +2.7% | +21.0% | -18.4% | -9.4% |
| 6M | +5.5% | +1.1% | +4.4% | +3.2% |
| YTD | +15.7% | -0.5% | +16.2% | +13.3% |
| 1Y | +20.9% | -7.3% | +28.1% | +23.3% |
| 3Y | +112.4% | +42.3% | +70.1% | +60.7% |
| 5Y | +101.4% | +13.5% | +87.9% | +72.8% |
| 10Y | +60.6% | +144.0% | -83.4% | +0.7% |
| All | +164.7% | +260.9% | -96.1% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling