+124.1%
XBI vs ALLE
+211.7%
-87.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | -1.1% | +3.6% | -4.6% | -2.6% |
| 30D | +2.6% | +25.9% | -23.3% | -7.9% |
| 3M | -4.0% | +15.8% | -19.8% | -10.7% |
| 6M | +10.9% | +48.1% | -37.2% | -8.7% |
| YTD | +23.6% | +22.0% | +1.6% | +10.4% |
| 1Y | +35.1% | +18.0% | +17.1% | +22.4% |
| 3Y | +125.2% | +93.1% | +32.1% | +57.0% |
| 5Y | +19.7% | +52.1% | -32.3% | -8.2% |
| All | +124.1% | +211.7% | -87.6% | +17.2% |
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 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