+87.4%
SYY vs ALLE
+233.6%
-146.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +0.6% |
| 7D | -4.1% | -0.6% | -3.5% | -3.7% |
| 30D | +0.3% | +26.6% | -26.3% | -11.3% |
| 3M | -6.3% | +13.2% | -19.5% | -12.5% |
| 6M | +9.7% | +42.9% | -33.2% | -10.0% |
| YTD | +9.4% | +21.0% | -11.6% | -2.6% |
| 1Y | +7.3% | +15.2% | -7.9% | -2.0% |
| 3Y | +27.6% | +95.6% | -67.9% | -15.6% |
| 5Y | +12.5% | +53.4% | -40.9% | -17.0% |
| 10Y | +87.4% | +221.5% | -134.1% | +7.5% |
| All | +87.4% | +233.6% | -146.2% | +7.5% |
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