+241.0%
SE vs ALC
+30.4%
+210.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | -0.9% |
| 7D | -0.5% | -1.1% | +0.6% | +0.2% |
| 30D | -20.9% | +16.0% | -37.0% | -28.5% |
| 3M | -38.9% | +0.8% | -39.7% | -39.6% |
| 6M | -19.4% | +16.8% | -36.3% | -28.1% |
| YTD | -40.9% | -5.5% | -35.4% | -40.0% |
| 1Y | -46.2% | -5.3% | -40.9% | -45.6% |
| 3Y | +63.7% | +4.1% | +59.6% | +42.7% |
| 5Y | -77.9% | -7.1% | -70.9% | -78.5% |
| All | +241.0% | +30.4% | +210.6% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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