+400.4%
ALAB vs SE
+100.2%
+300.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.9% | +10.6% | +10.1% |
| 7D | +7.2% | -6.1% | +13.3% | +9.5% |
| 30D | -2.5% | -2.5% | -0.1% | -2.8% |
| 3M | -13.3% | +21.7% | -35.0% | -21.5% |
| 6M | +172.8% | +27.0% | +145.8% | +137.2% |
| YTD | +86.6% | -12.1% | +98.7% | +90.8% |
| 1Y | +65.2% | -40.9% | +106.1% | +104.4% |
| All | +400.4% | +100.2% | +300.2% | +231.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling