+29.9%
SPGI vs ALLE
+94.0%
-64.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | +1.2% | +3.6% | -2.3% | +0.3% |
| 30D | +15.9% | +25.9% | -10.0% | +9.3% |
| 3M | +12.3% | +15.8% | -3.5% | +8.1% |
| 6M | +23.7% | +48.1% | -24.4% | +11.2% |
| YTD | -3.5% | +22.0% | -25.5% | -9.4% |
| 1Y | +0.4% | +18.0% | -17.6% | -4.6% |
| 3Y | +29.9% | +93.1% | -63.2% | +9.7% |
| All | +29.9% | +94.0% | -64.1% | +9.7% |
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