+96.4%
SYY vs ALLE
+148.2%
-51.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -2.8% | +2.8% | -5.6% | -4.2% |
| 30D | -5.3% | -7.6% | +2.4% | -1.5% |
| 3M | +5.1% | +22.8% | -17.7% | -6.4% |
| 6M | -5.0% | +4.6% | -9.6% | -8.2% |
| YTD | +10.7% | -1.2% | +11.9% | +9.7% |
| 1Y | +0.7% | -9.1% | +9.8% | +4.1% |
| 3Y | +24.0% | +50.0% | -25.9% | -5.6% |
| 5Y | +19.3% | +15.2% | +4.0% | +3.2% |
| 10Y | +96.4% | +151.1% | -54.7% | +18.6% |
| All | +96.4% | +148.2% | -51.8% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling