+15.9%
STZ vs ALLE
+18.6%
-2.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.6% | +4.9% |
| 7D | +13.0% | +6.7% | +6.3% | +11.5% |
| 30D | +29.4% | +25.4% | +4.0% | +23.6% |
| 3M | +11.6% | +16.9% | -5.4% | +7.8% |
| 6M | -0.2% | +46.6% | -46.8% | -7.3% |
| YTD | +8.6% | +22.4% | -13.9% | -0.9% |
| 1Y | +15.9% | +17.7% | -1.8% | +6.8% |
| All | +15.9% | +18.6% | -2.6% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling