+270.3%
ALLE vs EXEL
+1,015.5%
-745.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -0.2% | +8.4% | -8.6% | -1.0% |
| 30D | -6.8% | +4.1% | -10.9% | -7.2% |
| 3M | +21.0% | +12.4% | +8.6% | +19.5% |
| 6M | +1.1% | +41.5% | -40.4% | -2.5% |
| YTD | -0.5% | +34.6% | -35.2% | -3.8% |
| 1Y | -7.3% | +57.9% | -65.1% | -11.8% |
| 3Y | +42.3% | +159.5% | -117.2% | +27.4% |
| 5Y | +13.5% | +198.5% | -185.0% | -0.6% |
| 10Y | +144.0% | +411.4% | -267.3% | +100.0% |
| All | +270.3% | +1,015.5% | -745.2% | +197.7% |
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