+402.1%
SPYG vs ALLE
+208.6%
+193.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | +4.2% | +1.6% | +2.7% | +3.6% |
| 30D | -7.4% | +24.1% | -31.5% | -15.7% |
| 3M | -5.3% | +14.8% | -20.1% | -11.1% |
| 6M | -1.2% | +45.9% | -47.1% | -17.0% |
| YTD | +9.0% | +20.7% | -11.8% | -1.4% |
| 1Y | +8.8% | +14.2% | -5.4% | +0.8% |
| 3Y | +92.8% | +90.7% | +2.1% | +36.9% |
| 5Y | +69.3% | +50.6% | +18.7% | +31.8% |
| All | +402.1% | +208.6% | +193.5% | +187.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling