+392.6%
STM vs ALLE
+222.4%
+170.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.4% | +5.0% |
| 7D | -10.7% | -0.6% | -10.2% | -10.4% |
| 30D | -25.7% | +25.3% | -51.1% | -36.2% |
| 3M | -21.6% | +10.3% | -31.8% | -27.0% |
| 6M | -27.8% | +38.0% | -65.8% | -43.5% |
| YTD | +61.8% | +17.8% | +44.0% | +39.8% |
| 1Y | +78.1% | +13.6% | +64.5% | +57.7% |
| 3Y | +4.9% | +89.2% | -84.3% | -36.1% |
| 5Y | -14.3% | +51.1% | -65.3% | -40.0% |
| All | +392.6% | +222.4% | +170.1% | +158.1% |
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 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