+13.2%
SPGI vs ALLE
+51.8%
-38.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -0.8% |
| 7D | +2.6% | 0.0% | +2.5% | +2.6% |
| 30D | +19.3% | +20.6% | -1.3% | +10.6% |
| 3M | +15.5% | +11.4% | +4.1% | +10.4% |
| 6M | +18.3% | +42.5% | -24.2% | +1.6% |
| YTD | -3.8% | +18.9% | -22.7% | -11.7% |
| 1Y | +1.3% | +14.2% | -12.8% | -5.4% |
| 3Y | +33.6% | +90.7% | -57.1% | -6.0% |
| 5Y | +13.2% | +52.5% | -39.3% | -11.7% |
| All | +13.2% | +51.8% | -38.7% | -11.7% |
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 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