+128.5%
SRE vs ALLE
+208.6%
-80.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -1.1% | +1.6% | -2.6% | -1.6% |
| 30D | -4.1% | +24.1% | -28.2% | -11.3% |
| 3M | -7.3% | +14.8% | -22.1% | -12.1% |
| 6M | -14.1% | +45.9% | -60.0% | -25.8% |
| YTD | -8.5% | +20.7% | -29.3% | -15.7% |
| 1Y | -12.0% | +14.2% | -26.2% | -17.3% |
| 3Y | +23.4% | +90.7% | -67.3% | -6.6% |
| 5Y | +51.3% | +50.6% | +0.7% | +23.0% |
| All | +128.5% | +208.6% | -80.0% | +55.8% |
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 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