+9.3%
SYY vs ALLE
+49.9%
-40.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | -7.3% | -0.6% | -6.7% | -7.1% |
| 30D | +0.1% | +25.3% | -25.2% | -7.2% |
| 3M | -8.2% | +10.3% | -18.5% | -11.4% |
| 6M | +6.3% | +38.0% | -31.8% | -5.4% |
| YTD | +7.3% | +17.8% | -10.5% | +0.6% |
| 1Y | +8.5% | +13.6% | -5.1% | +2.9% |
| 3Y | +24.9% | +89.2% | -64.3% | -2.6% |
| All | +9.3% | +49.9% | -40.6% | -7.9% |
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