+683.2%
SPGI vs ALLE
+331.3%
+351.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -0.6% |
| 7D | +2.6% | 0.0% | +2.5% | +2.5% |
| 30D | +19.3% | +20.6% | -1.3% | +9.2% |
| 3M | +15.5% | +11.4% | +4.1% | +9.5% |
| 6M | +18.3% | +42.5% | -24.2% | -0.7% |
| YTD | -3.8% | +18.9% | -22.7% | -13.1% |
| 1Y | +1.3% | +14.2% | -12.8% | -6.7% |
| 3Y | +33.6% | +90.7% | -57.1% | -6.9% |
| 5Y | +13.2% | +52.5% | -39.3% | -13.4% |
| 10Y | +346.3% | +231.2% | +115.1% | +125.1% |
| All | +683.2% | +331.3% | +351.9% | +258.3% |
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 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