-26.9%
STZ vs ALLE
+58.3%
-85.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.6% | +4.8% |
| 7D | +13.0% | +6.7% | +6.3% | +10.9% |
| 30D | +29.4% | +25.4% | +4.0% | +20.9% |
| 3M | +11.6% | +16.9% | -5.4% | +6.4% |
| 6M | -0.2% | +46.6% | -46.8% | -11.4% |
| YTD | +8.6% | +22.4% | -13.9% | +1.2% |
| 1Y | +15.9% | +17.7% | -1.8% | +9.3% |
| 3Y | -35.4% | +96.3% | -131.8% | -48.9% |
| 5Y | -26.9% | +57.4% | -84.3% | -38.8% |
| All | -26.9% | +58.3% | -85.2% | -38.8% |
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 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