+72.0%
SU vs ALLE
-11.2%
+83.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.4% | +1.2% |
| 7D | +1.6% | -2.2% | +3.7% | +1.2% |
| 30D | +10.7% | -8.3% | +19.1% | +9.5% |
| 3M | +13.5% | +16.3% | -2.8% | +15.3% |
| 6M | +21.8% | +1.8% | +20.0% | +24.5% |
| YTD | +58.8% | -3.9% | +62.8% | +64.2% |
| 1Y | +72.0% | -10.0% | +82.1% | +75.9% |
| All | +72.0% | -11.2% | +83.2% | +75.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling