+409.8%
SPY vs ALLE
+327.3%
+82.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | -5.4% | +25.3% | -30.7% | -14.2% |
| 3M | -4.1% | +10.3% | -14.4% | -8.4% |
| 6M | +0.7% | +38.0% | -37.3% | -13.1% |
| YTD | +8.7% | +17.8% | -9.1% | -0.5% |
| 1Y | +10.9% | +13.6% | -2.7% | +3.1% |
| 3Y | +75.0% | +89.2% | -14.2% | +26.6% |
| 5Y | +67.8% | +51.1% | +16.7% | +31.7% |
| 10Y | +312.9% | +228.1% | +84.7% | +126.4% |
| All | +409.8% | +327.3% | +82.5% | +155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling