+234.8%
SYY vs ALLE
+260.9%
-26.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.7% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -4.9% | -6.8% | +1.9% | -1.9% |
| 3M | +8.4% | +21.0% | -12.7% | -1.7% |
| 6M | -7.4% | +1.1% | -8.5% | -8.7% |
| YTD | +11.0% | -0.5% | +11.5% | +9.8% |
| 1Y | -0.2% | -7.3% | +7.0% | +1.9% |
| 3Y | +23.8% | +42.3% | -18.5% | +0.1% |
| 5Y | +18.1% | +13.5% | +4.7% | +4.6% |
| 10Y | +94.6% | +144.0% | -49.4% | +28.8% |
| All | +234.8% | +260.9% | -26.1% | +104.4% |
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