+164.0%
XBI vs ALLE
+146.0%
+18.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.3% |
| 7D | -3.6% | -2.2% | -1.5% | -2.7% |
| 30D | +0.9% | -8.3% | +9.2% | +4.9% |
| 3M | +21.4% | +16.3% | +5.2% | +12.2% |
| 6M | +25.5% | +1.8% | +23.7% | +23.1% |
| YTD | +30.8% | -3.9% | +34.8% | +30.9% |
| 1Y | +68.6% | -10.0% | +78.6% | +73.9% |
| 3Y | +103.9% | +45.8% | +58.1% | +62.3% |
| 5Y | +20.8% | +13.3% | +7.5% | +6.3% |
| 10Y | +164.0% | +155.3% | +8.7% | +44.1% |
| All | +164.0% | +146.0% | +18.0% | +44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling