+265.7%
SU vs ALLE
+154.9%
+110.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.7% | -2.8% | +4.4% | +2.9% |
| 30D | +9.6% | -10.2% | +19.8% | +14.7% |
| 3M | +11.7% | +17.4% | -5.7% | +2.6% |
| 6M | +21.9% | +3.3% | +18.6% | +17.7% |
| YTD | +58.6% | -4.2% | +62.9% | +58.1% |
| 1Y | +66.5% | -10.5% | +77.1% | +70.9% |
| 3Y | +121.4% | +45.4% | +76.0% | +70.9% |
| 5Y | +355.7% | +11.9% | +343.8% | +297.1% |
| All | +265.7% | +154.9% | +110.8% | +137.4% |
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 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