+304.8%
SPY vs ALLE
+217.2%
+87.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -3.7% | +25.9% | -29.6% | -12.8% |
| 3M | -2.7% | +14.9% | -17.6% | -8.7% |
| 6M | +2.2% | +42.1% | -39.9% | -13.0% |
| YTD | +10.8% | +20.4% | -9.5% | +0.6% |
| 1Y | +11.2% | +14.9% | -3.6% | +3.0% |
| 3Y | +76.5% | +90.1% | -13.6% | +26.4% |
| 5Y | +72.9% | +53.0% | +20.0% | +34.3% |
| 10Y | +304.8% | +208.8% | +96.0% | +135.4% |
| All | +304.8% | +217.2% | +87.6% | +135.4% |
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