+327.3%
XBI vs ALLE
+260.9%
+66.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.9% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +7.1% | -6.8% | +13.9% | +10.9% |
| 3M | +22.9% | +21.0% | +1.9% | +10.3% |
| 6M | +29.7% | +1.1% | +28.6% | +27.5% |
| YTD | +34.5% | -0.5% | +35.0% | +32.1% |
| 1Y | +76.1% | -7.3% | +83.3% | +79.1% |
| 3Y | +103.2% | +42.3% | +60.9% | +60.6% |
| 5Y | +22.8% | +13.5% | +9.4% | +7.3% |
| 10Y | +176.3% | +144.0% | +32.2% | +38.2% |
| All | +327.3% | +260.9% | +66.4% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling