+242.7%
SE vs ALC
+31.8%
+210.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.5% |
| 7D | +2.0% | +4.9% | -2.9% | -1.1% |
| 30D | -20.0% | +19.0% | -39.0% | -28.8% |
| 3M | -31.8% | +7.8% | -39.5% | -35.3% |
| 6M | -15.9% | +14.6% | -30.4% | -23.8% |
| YTD | -40.6% | -4.4% | -36.2% | -40.1% |
| 1Y | -50.7% | +1.4% | -52.1% | -52.5% |
| 3Y | +70.3% | +2.5% | +67.8% | +50.7% |
| 5Y | -78.8% | -10.9% | -67.9% | -78.9% |
| All | +242.7% | +31.8% | +210.8% | +172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling