+200.5%
SU vs ALLE
+340.4%
-139.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.4% |
| 7D | -4.3% | -0.8% | -3.4% | -3.9% |
| 30D | -6.2% | +27.4% | -33.5% | -15.9% |
| 3M | +9.7% | +13.8% | -4.2% | +2.9% |
| 6M | +7.3% | +45.5% | -38.2% | -10.8% |
| YTD | +58.7% | +21.4% | +37.3% | +41.9% |
| 1Y | +59.7% | +15.4% | +44.4% | +46.2% |
| 3Y | +129.2% | +91.7% | +37.5% | +57.8% |
| 5Y | +223.7% | +54.5% | +169.2% | +141.6% |
| 10Y | +235.9% | +210.5% | +25.4% | +83.8% |
| All | +200.5% | +340.4% | -139.9% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling