-99.5%
SPXU vs ALLE
+208.6%
-308.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +0.4% |
| 7D | -9.4% | +1.6% | -10.9% | -7.4% |
| 30D | +7.4% | +24.1% | -16.6% | +40.1% |
| 3M | +6.2% | +14.8% | -8.7% | +25.9% |
| 6M | -7.2% | +45.9% | -53.1% | +49.7% |
| YTD | -26.8% | +20.7% | -47.5% | -6.7% |
| 1Y | -26.3% | +14.2% | -40.4% | -12.5% |
| 3Y | -80.6% | +90.7% | -171.3% | -47.0% |
| 5Y | -83.6% | +50.6% | -134.1% | -56.9% |
| All | -99.5% | +208.6% | -308.1% | -94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling