+379.5%
SE vs ALB
-20.5%
+399.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.1% | +3.0% |
| 7D | +3.3% | +9.5% | -6.2% | +0.5% |
| 30D | -18.2% | -2.1% | -16.0% | -17.8% |
| 3M | -31.3% | -24.1% | -7.1% | -26.0% |
| 6M | -10.1% | -51.0% | +40.9% | +9.5% |
| YTD | -38.9% | -29.3% | -9.6% | -35.3% |
| 1Y | -48.0% | +3.2% | -51.2% | -51.6% |
| 3Y | +78.8% | -9.3% | +88.1% | +49.5% |
| 5Y | -77.1% | -61.6% | -15.5% | -73.8% |
| All | +379.5% | -20.5% | +399.9% | +285.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling