+45.6%
SRE vs ALLE
+49.9%
-4.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -1.8% |
| 7D | -9.2% | -0.6% | -8.6% | -9.0% |
| 30D | -1.9% | +25.3% | -27.2% | -7.8% |
| 3M | -6.5% | +10.3% | -16.8% | -9.2% |
| 6M | -15.2% | +38.0% | -53.3% | -23.0% |
| YTD | -9.5% | +17.8% | -27.2% | -14.2% |
| 1Y | -13.2% | +13.6% | -26.8% | -16.9% |
| 3Y | +19.5% | +89.2% | -69.7% | -3.7% |
| All | +45.6% | +49.9% | -4.3% | +22.4% |
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 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