+407.2%
SE vs ALC
+24.0%
+383.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.5% |
| 7D | -6.1% | -2.1% | -4.0% | -4.8% |
| 30D | -2.5% | -0.1% | -2.4% | -2.3% |
| 3M | +21.7% | +5.9% | +15.8% | +16.7% |
| 6M | +27.0% | -15.9% | +42.9% | +40.3% |
| YTD | -12.1% | -10.1% | -2.0% | -7.3% |
| 1Y | -40.9% | -10.2% | -30.7% | -38.1% |
| 3Y | +191.0% | -13.6% | +204.5% | +195.3% |
| 5Y | -68.3% | -15.1% | -53.1% | -67.2% |
| All | +407.2% | +24.0% | +383.2% | +321.8% |
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 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