+175.3%
XEL vs ALLE
+233.6%
-58.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.1% | -0.2% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +8.7% | +26.6% | -17.9% | +1.3% |
| 3M | +3.5% | +13.2% | -9.7% | -0.4% |
| 6M | +2.6% | +42.9% | -40.3% | -8.2% |
| YTD | +11.1% | +21.0% | -10.0% | +3.9% |
| 1Y | +2.2% | +15.2% | -13.0% | -3.0% |
| 3Y | +51.1% | +95.6% | -44.5% | +19.4% |
| 5Y | +48.0% | +53.4% | -5.4% | +23.9% |
| 10Y | +175.3% | +221.5% | -46.2% | +101.6% |
| All | +175.3% | +233.6% | -58.3% | +101.6% |
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 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