+72.6%
SPY vs ALLE
+51.6%
+20.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +2.6% | +3.6% | -1.0% | +1.4% |
| 30D | -2.0% | +25.9% | -27.9% | -9.7% |
| 3M | -2.8% | +15.8% | -18.5% | -7.8% |
| 6M | +2.1% | +48.1% | -45.9% | -12.1% |
| YTD | +11.5% | +22.0% | -10.5% | +2.5% |
| 1Y | +13.5% | +18.0% | -4.6% | +5.7% |
| 3Y | +77.7% | +93.1% | -15.4% | +30.1% |
| All | +72.6% | +51.6% | +20.9% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling