-43.4%
SIRI vs ALLE
+17.0%
-60.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +4.3% | +2.8% | +1.5% | +3.1% |
| 30D | -2.8% | -7.6% | +4.8% | +0.3% |
| 3M | +5.9% | +22.8% | -16.9% | -3.3% |
| 6M | +31.9% | +4.6% | +27.3% | +28.6% |
| YTD | +48.7% | -1.2% | +49.9% | +48.0% |
| 1Y | +23.2% | -9.1% | +32.4% | +27.1% |
| 3Y | -23.9% | +50.0% | -73.9% | -36.3% |
| 5Y | -43.4% | +15.2% | -58.7% | -50.8% |
| All | -43.4% | +17.0% | -60.4% | -50.8% |
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