+1.8%
SPGI vs ALLE
+15.9%
-14.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.2% |
| 7D | -1.4% | -0.8% | -0.5% | -1.3% |
| 30D | +15.3% | +27.4% | -12.1% | +12.1% |
| 3M | +16.5% | +13.8% | +2.7% | +14.3% |
| 6M | +19.8% | +45.5% | -25.7% | +15.0% |
| YTD | -3.2% | +21.4% | -24.6% | -9.0% |
| 1Y | +1.8% | +15.4% | -13.6% | -3.3% |
| All | +1.8% | +15.9% | -14.1% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling