+465.1%
STM vs ALLE
+211.7%
+253.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | 0.0% |
| 7D | +12.0% | +3.6% | +8.5% | +9.7% |
| 30D | -0.4% | +25.9% | -26.3% | -14.5% |
| 3M | -13.2% | +15.8% | -28.9% | -21.6% |
| 6M | -26.1% | +48.1% | -74.2% | -44.7% |
| YTD | +81.2% | +22.0% | +59.2% | +53.3% |
| 1Y | +98.3% | +18.0% | +80.3% | +71.5% |
| 3Y | +16.7% | +93.1% | -76.4% | -29.9% |
| 5Y | -4.8% | +52.1% | -56.9% | -33.7% |
| All | +465.1% | +211.7% | +253.4% | +186.0% |
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