+342.6%
ALLE vs EXEL
+1,198.9%
-856.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.6% | +2.7% | -2.3% |
| 7D | 0.0% | +3.8% | -3.7% | -0.3% |
| 30D | +20.6% | +17.8% | +2.8% | +18.6% |
| 3M | +11.4% | +21.2% | -9.8% | +9.2% |
| 6M | +42.5% | +54.7% | -12.1% | +36.3% |
| YTD | +18.9% | +56.8% | -37.9% | +13.3% |
| 1Y | +14.2% | +70.2% | -56.0% | +7.9% |
| 3Y | +90.7% | +227.2% | -136.5% | +67.0% |
| 5Y | +52.5% | +254.9% | -202.4% | +31.4% |
| 10Y | +231.2% | +476.9% | -245.7% | +168.4% |
| All | +342.6% | +1,198.9% | -856.2% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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