+422.1%
SPYG vs ALLE
+146.0%
+276.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.8% |
| 7D | +0.3% | -2.2% | +2.5% | +1.2% |
| 30D | -1.7% | -8.3% | +6.7% | +1.9% |
| 3M | +3.6% | +16.3% | -12.6% | -3.6% |
| 6M | +16.6% | +1.8% | +14.8% | +14.5% |
| YTD | +13.4% | -3.9% | +17.3% | +13.5% |
| 1Y | +19.6% | -10.0% | +29.6% | +22.9% |
| 3Y | +99.8% | +45.8% | +53.9% | +60.0% |
| 5Y | +85.0% | +13.3% | +71.7% | +63.4% |
| 10Y | +422.1% | +155.3% | +266.8% | +223.5% |
| All | +422.1% | +146.0% | +276.1% | +223.5% |
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