-28.4%
STZ vs ALLE
+51.8%
-80.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | +0.2% |
| 7D | +11.8% | 0.0% | +11.7% | +11.8% |
| 30D | +26.0% | +20.6% | +5.4% | +19.1% |
| 3M | +11.5% | +11.4% | +0.1% | +7.9% |
| 6M | -2.0% | +42.5% | -44.5% | -12.2% |
| YTD | +7.9% | +18.9% | -11.0% | +1.4% |
| 1Y | +13.9% | +14.2% | -0.2% | +8.4% |
| 3Y | -35.8% | +90.7% | -126.5% | -48.8% |
| 5Y | -28.4% | +52.5% | -80.9% | -39.6% |
| All | -28.4% | +51.8% | -80.3% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling