+24.5%
ALAB vs SE
-48.0%
+72.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.5% | -8.9% | -5.0% |
| 7D | -24.9% | +6.7% | -31.5% | -25.6% |
| 30D | -38.4% | -17.2% | -21.2% | -36.9% |
| 3M | -38.3% | -28.0% | -10.2% | -36.2% |
| 6M | +10.9% | -6.1% | +17.1% | +5.8% |
| YTD | +34.2% | -37.1% | +71.3% | +40.1% |
| 1Y | +24.5% | -48.8% | +73.3% | +32.4% |
| All | +24.5% | -48.0% | +72.5% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling