+412.8%
SE vs ALC
+21.6%
+391.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.4% |
| 7D | +0.6% | -3.7% | +4.3% | +3.0% |
| 30D | -0.1% | -3.7% | +3.7% | +2.5% |
| 3M | +34.1% | +4.6% | +29.6% | +29.6% |
| 6M | +23.2% | -14.6% | +37.8% | +34.6% |
| YTD | -11.2% | -11.9% | +0.7% | -5.1% |
| 1Y | -40.5% | -13.1% | -27.4% | -36.3% |
| 3Y | +196.3% | -15.0% | +211.3% | +203.7% |
| 5Y | -67.0% | -16.2% | -50.8% | -65.6% |
| All | +412.8% | +21.6% | +391.2% | +331.8% |
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