+52.3%
ALLE vs BOXX
+18.4%
+33.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -2.2% | +0.1% | -2.2% | -2.1% |
| 30D | -8.3% | +0.3% | -8.6% | -8.2% |
| 3M | +16.3% | +1.0% | +15.3% | +16.5% |
| 6M | +1.8% | +1.9% | -0.1% | +2.2% |
| YTD | -3.9% | +2.6% | -6.6% | -3.6% |
| 1Y | -10.0% | +4.0% | -14.0% | -9.5% |
| 3Y | +45.8% | +14.6% | +31.2% | +73.2% |
| All | +52.3% | +18.4% | +33.9% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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