+75.0%
SPY vs ALLE
+88.9%
-13.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | -5.4% | +25.3% | -30.7% | -10.3% |
| 3M | -4.1% | +10.3% | -14.4% | -6.2% |
| 6M | +0.7% | +38.0% | -37.3% | -7.3% |
| YTD | +8.7% | +17.8% | -9.1% | +3.8% |
| 1Y | +10.9% | +13.6% | -2.7% | +7.1% |
| 3Y | +75.0% | +89.2% | -14.2% | +44.6% |
| All | +75.0% | +88.9% | -13.9% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling