+196.3%
SE vs ALC
-15.5%
+211.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.7% |
| 7D | +0.6% | -3.7% | +4.3% | +1.7% |
| 30D | -0.1% | -3.7% | +3.7% | +1.2% |
| 3M | +34.1% | +4.6% | +29.6% | +32.3% |
| 6M | +23.2% | -14.6% | +37.8% | +28.6% |
| YTD | -11.2% | -11.9% | +0.7% | -8.1% |
| 1Y | -40.5% | -13.1% | -27.4% | -38.2% |
| 3Y | +196.3% | -15.0% | +211.3% | +254.4% |
| All | +196.3% | -15.5% | +211.8% | +254.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling