+120.9%
STZ vs ALLE
+260.9%
-140.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -1.9% | -6.8% | +4.9% | +0.9% |
| 3M | -6.2% | +21.0% | -27.3% | -13.6% |
| 6M | -14.0% | +1.1% | -15.1% | -15.1% |
| YTD | -5.1% | -0.5% | -4.6% | -6.2% |
| 1Y | -9.6% | -7.3% | -2.3% | -8.2% |
| 3Y | -47.2% | +42.3% | -89.5% | -56.0% |
| 5Y | -33.6% | +13.5% | -47.0% | -40.2% |
| 10Y | -9.8% | +144.0% | -153.8% | -42.9% |
| All | +120.9% | +260.9% | -140.0% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling