-2.0%
STZ vs ALLE
+42.1%
-44.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +20.2% |
| 3M | +11.5% | +11.4% | +0.1% | +8.1% |
| 6M | -2.0% | +42.5% | -44.5% | -9.6% |
| All | -2.0% | +42.1% | -44.1% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling