+31.7%
SPGI vs ALLE
+88.9%
-57.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.7% |
| 7D | +0.3% | -0.6% | +0.8% | +0.4% |
| 30D | +18.4% | +25.3% | -7.0% | +11.8% |
| 3M | +15.7% | +10.3% | +5.4% | +12.7% |
| 6M | +17.3% | +38.0% | -20.8% | +7.4% |
| YTD | -4.7% | +17.8% | -22.5% | -9.7% |
| 1Y | +1.8% | +13.6% | -11.8% | -2.4% |
| 3Y | +31.7% | +89.2% | -57.5% | +10.1% |
| All | +31.7% | +88.9% | -57.2% | +10.1% |
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