+379.5%
SE vs ALLE
+143.3%
+236.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.2% | +1.4% |
| 7D | +3.3% | -0.6% | +3.9% | +3.7% |
| 30D | -18.2% | +26.6% | -44.8% | -28.8% |
| 3M | -31.3% | +13.2% | -44.4% | -36.3% |
| 6M | -10.1% | +42.9% | -53.0% | -28.1% |
| YTD | -38.9% | +21.0% | -59.9% | -46.6% |
| 1Y | -48.0% | +15.2% | -63.2% | -53.3% |
| 3Y | +78.8% | +95.6% | -16.8% | +10.7% |
| 5Y | -77.1% | +53.4% | -130.5% | -83.5% |
| All | +379.5% | +143.3% | +236.2% | +136.2% |
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