+113.0%
SPOT vs ALLE
+13.7%
+99.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.5% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +12.5% | -6.8% | +19.3% | +15.4% |
| 3M | +9.9% | +21.0% | -11.1% | +0.8% |
| 6M | +1.6% | +1.1% | +0.5% | +0.5% |
| YTD | -6.6% | -0.5% | -6.1% | -7.7% |
| 1Y | -22.9% | -7.3% | -15.7% | -21.7% |
| 3Y | +244.3% | +42.3% | +202.0% | +170.1% |
| All | +113.0% | +13.7% | +99.2% | +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