+85.1%
SPYG vs ALLE
+13.7%
+71.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -0.4% | -6.8% | +6.3% | +2.1% |
| 3M | +0.5% | +21.0% | -20.5% | -7.2% |
| 6M | +17.5% | +1.1% | +16.4% | +16.2% |
| YTD | +14.3% | -0.5% | +14.9% | +13.1% |
| 1Y | +21.7% | -7.3% | +29.0% | +23.7% |
| 3Y | +98.6% | +42.3% | +56.4% | +61.4% |
| All | +85.1% | +13.7% | +71.4% | +57.4% |
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