+532.7%
SPYG vs ALLE
+327.3%
+205.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | -3.6% | -0.6% | -3.1% | -3.4% |
| 30D | -11.2% | +25.3% | -36.5% | -19.5% |
| 3M | -8.1% | +10.3% | -18.3% | -12.3% |
| 6M | -3.3% | +38.0% | -41.3% | -16.8% |
| YTD | +5.5% | +17.8% | -12.2% | -3.6% |
| 1Y | +7.0% | +13.6% | -6.6% | -0.8% |
| 3Y | +89.5% | +89.2% | +0.3% | +35.9% |
| 5Y | +63.3% | +51.1% | +12.2% | +27.5% |
| 10Y | +395.1% | +228.1% | +167.0% | +167.1% |
| All | +532.7% | +327.3% | +205.4% | +210.1% |
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