-68.1%
SE vs ALB
-44.4%
-23.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | +0.3% |
| 7D | -6.1% | -8.1% | +2.0% | -4.1% |
| 30D | -2.5% | +6.3% | -8.7% | -4.5% |
| 3M | +21.7% | -23.6% | +45.3% | +29.5% |
| 6M | +27.0% | -24.6% | +51.6% | +33.3% |
| YTD | -12.1% | -10.3% | -1.9% | -13.1% |
| 1Y | -40.9% | +61.5% | -102.4% | -52.1% |
| 3Y | +191.0% | -34.0% | +225.0% | +206.3% |
| All | -68.1% | -44.4% | -23.7% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling