+304.5%
XBI vs ALLE
+336.8%
-32.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.8% | +25.9% | -25.1% | -10.6% |
| 3M | -1.9% | +14.9% | -16.8% | -9.1% |
| 6M | +15.2% | +42.1% | -26.9% | -5.1% |
| YTD | +27.3% | +20.4% | +6.9% | +12.9% |
| 1Y | +41.5% | +14.9% | +26.6% | +28.5% |
| 3Y | +133.1% | +90.1% | +43.0% | +57.6% |
| 5Y | +23.7% | +53.0% | -29.3% | -7.9% |
| 10Y | +139.0% | +208.8% | -69.8% | +4.6% |
| All | +304.5% | +336.8% | -32.3% | +35.6% |
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