+585.6%
SPYG vs ALLE
+260.9%
+324.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -0.4% | -6.8% | +6.3% | +2.5% |
| 3M | +0.5% | +21.0% | -20.5% | -8.0% |
| 6M | +17.5% | +1.1% | +16.4% | +15.8% |
| YTD | +14.3% | -0.5% | +14.9% | +12.8% |
| 1Y | +21.7% | -7.3% | +29.0% | +23.5% |
| 3Y | +98.6% | +42.3% | +56.4% | +62.1% |
| 5Y | +85.1% | +13.5% | +71.6% | +64.2% |
| 10Y | +412.0% | +144.0% | +268.0% | +213.6% |
| All | +585.6% | +260.9% | +324.7% | +262.6% |
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