+365.1%
SE vs ALLE
+139.0%
+226.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.9% | -2.8% | -4.1% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -21.7% | +20.6% | -42.2% | -30.0% |
| 3M | -34.2% | +11.4% | -45.6% | -38.5% |
| 6M | -10.5% | +42.5% | -53.0% | -28.3% |
| YTD | -40.7% | +18.9% | -59.6% | -47.7% |
| 1Y | -52.1% | +14.2% | -66.2% | -56.8% |
| 3Y | +68.9% | +90.7% | -21.8% | +6.1% |
| 5Y | -78.9% | +52.5% | -131.3% | -84.7% |
| All | +365.1% | +139.0% | +226.1% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling