+120.1%
SPOT vs ALLE
+51.6%
+68.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +1.9% |
| 7D | +1.6% | +3.6% | -2.0% | +0.1% |
| 30D | +16.9% | +25.9% | -9.0% | +6.6% |
| 3M | +23.0% | +15.8% | +7.2% | +15.6% |
| 6M | +42.2% | +48.1% | -5.9% | +19.7% |
| YTD | +5.5% | +22.0% | -16.5% | -4.2% |
| 1Y | -5.1% | +18.0% | -23.1% | -12.6% |
| 3Y | +257.9% | +93.1% | +164.8% | +138.6% |
| All | +120.1% | +51.6% | +68.5% | +64.2% |
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