-68.1%
SE vs ALLE
+13.7%
-81.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.5% |
| 7D | -6.1% | -0.2% | -5.9% | -6.0% |
| 30D | -2.5% | -6.8% | +4.3% | +2.2% |
| 3M | +21.7% | +21.0% | +0.7% | +5.7% |
| 6M | +27.0% | +1.1% | +25.9% | +24.3% |
| YTD | -12.1% | -0.5% | -11.6% | -13.9% |
| 1Y | -40.9% | -7.3% | -33.7% | -39.3% |
| 3Y | +191.0% | +42.3% | +148.7% | +97.6% |
| All | -68.1% | +13.7% | -81.8% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling