+322.5%
XEL vs ALLE
+327.3%
-4.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.6% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | +10.0% | +25.3% | -15.3% | +3.4% |
| 3M | +4.3% | +10.3% | -5.9% | +1.4% |
| 6M | +0.5% | +38.0% | -37.6% | -8.4% |
| YTD | +10.4% | +17.8% | -7.4% | +4.6% |
| 1Y | +2.0% | +13.6% | -11.6% | -2.4% |
| 3Y | +45.6% | +89.2% | -43.7% | +18.9% |
| 5Y | +46.6% | +51.1% | -4.4% | +25.3% |
| 10Y | +168.3% | +228.1% | -59.8% | +94.5% |
| All | +322.5% | +327.3% | -4.8% | +190.8% |
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