+312.8%
SPY vs ALLE
+145.7%
+167.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +0.1% | -6.8% | +6.8% | +3.0% |
| 3M | +2.0% | +21.0% | -19.0% | -6.7% |
| 6M | +13.0% | +1.1% | +11.9% | +11.4% |
| YTD | +13.5% | -0.5% | +14.1% | +12.1% |
| 1Y | +20.0% | -7.3% | +27.2% | +21.8% |
| 3Y | +77.2% | +42.3% | +34.9% | +44.7% |
| 5Y | +81.9% | +13.5% | +68.4% | +61.6% |
| All | +312.8% | +145.7% | +167.1% | +161.2% |
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 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