+411.9%
SPYM vs ALLE
+327.3%
+84.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | -5.4% | +25.3% | -30.7% | -14.0% |
| 3M | -4.1% | +10.3% | -14.3% | -8.3% |
| 6M | +0.8% | +38.0% | -37.3% | -12.8% |
| YTD | +8.8% | +17.8% | -9.0% | -0.2% |
| 1Y | +11.0% | +13.6% | -2.6% | +3.3% |
| 3Y | +75.5% | +89.2% | -13.7% | +27.6% |
| 5Y | +68.4% | +51.1% | +17.4% | +32.7% |
| 10Y | +316.1% | +228.1% | +88.0% | +135.5% |
| All | +411.9% | +327.3% | +84.6% | +169.2% |
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