+11.2%
SPY vs ALLE
+14.8%
-3.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -3.7% | +25.9% | -29.6% | -5.7% |
| 3M | -2.7% | +14.9% | -17.6% | -3.8% |
| 6M | +2.2% | +42.1% | -39.9% | -1.6% |
| YTD | +10.8% | +20.4% | -9.5% | +7.1% |
| 1Y | +11.2% | +14.9% | -3.6% | +9.2% |
| All | +11.2% | +14.8% | -3.6% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling