+365.7%
SE vs ALLE
+136.7%
+229.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.7% |
| 7D | +2.0% | -0.6% | +2.6% | +2.4% |
| 30D | -20.0% | +25.3% | -45.3% | -30.0% |
| 3M | -31.8% | +10.3% | -42.1% | -35.8% |
| 6M | -15.9% | +38.0% | -53.9% | -31.4% |
| YTD | -40.6% | +17.8% | -58.4% | -47.4% |
| 1Y | -50.7% | +13.6% | -64.3% | -55.4% |
| 3Y | +70.3% | +89.2% | -18.9% | +7.4% |
| 5Y | -78.8% | +51.1% | -129.9% | -84.6% |
| All | +365.7% | +136.7% | +229.0% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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