+238.8%
SU vs ALLE
+211.7%
+27.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | +1.7% | +3.6% | -1.8% | +0.2% |
| 30D | -7.9% | +25.9% | -33.8% | -17.2% |
| 3M | +7.5% | +15.8% | -8.2% | +0.1% |
| 6M | +7.2% | +48.1% | -40.9% | -12.0% |
| YTD | +60.9% | +22.0% | +39.0% | +43.2% |
| 1Y | +63.6% | +18.0% | +45.6% | +47.9% |
| 3Y | +128.9% | +93.1% | +35.8% | +53.8% |
| 5Y | +228.3% | +52.1% | +176.2% | +144.9% |
| All | +238.8% | +211.7% | +27.1% | +83.1% |
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