+68.6%
XBI vs ALLE
-11.2%
+79.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.1% |
| 7D | -3.6% | -2.2% | -1.5% | -3.3% |
| 30D | +0.9% | -8.3% | +9.2% | +2.1% |
| 3M | +21.4% | +16.3% | +5.2% | +18.2% |
| 6M | +25.5% | +1.8% | +23.7% | +24.5% |
| YTD | +30.8% | -3.9% | +34.8% | +28.1% |
| 1Y | +68.6% | -10.0% | +78.6% | +69.9% |
| All | +68.6% | -11.2% | +79.7% | +69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling