+75.2%
SPY vs ALLE
+54.3%
+20.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | -0.9% | -0.8% | -0.1% | -0.6% |
| 30D | -2.4% | +27.4% | -29.7% | -10.4% |
| 3M | -1.2% | +13.8% | -15.0% | -5.7% |
| 6M | +3.3% | +45.5% | -42.2% | -10.5% |
| YTD | +12.3% | +21.4% | -9.1% | +3.4% |
| 1Y | +12.4% | +15.4% | -2.9% | +5.7% |
| 3Y | +78.8% | +91.7% | -12.9% | +31.3% |
| 5Y | +75.2% | +54.5% | +20.6% | +38.0% |
| All | +75.2% | +54.3% | +20.9% | +38.0% |
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