-48.8%
SE vs ALB
+4.7%
-53.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.3% | -0.8% | +3.9% |
| 7D | +6.7% | -2.1% | +8.7% | +6.8% |
| 30D | -17.2% | -9.0% | -8.2% | -16.6% |
| 3M | -28.0% | -21.1% | -6.9% | -26.9% |
| 6M | -6.1% | -49.9% | +43.8% | +0.1% |
| YTD | -37.1% | -32.3% | -4.9% | -38.0% |
| 1Y | -48.8% | +8.6% | -57.4% | -58.7% |
| All | -48.8% | +4.7% | -53.5% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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