+48.7%
SRE vs ALLE
+13.7%
+35.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -0.7% | -6.8% | +6.1% | +1.1% |
| 3M | -6.3% | +21.0% | -27.3% | -11.7% |
| 6M | -10.7% | +1.1% | -11.8% | -11.4% |
| YTD | -3.5% | -0.5% | -2.9% | -4.1% |
| 1Y | +5.3% | -7.3% | +12.6% | +6.7% |
| 3Y | +31.8% | +42.3% | -10.5% | +15.5% |
| All | +48.7% | +13.7% | +35.0% | +34.8% |
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