+298.3%
XEL vs ALLE
+260.9%
+37.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | -1.0% | -0.2% | -0.7% | -0.9% |
| 30D | -1.9% | -6.8% | +4.9% | -0.1% |
| 3M | -1.9% | +21.0% | -22.9% | -7.2% |
| 6M | -7.4% | +1.1% | -8.5% | -8.2% |
| YTD | +4.1% | -0.5% | +4.6% | +3.3% |
| 1Y | +8.0% | -7.3% | +15.3% | +9.2% |
| 3Y | +48.4% | +42.3% | +6.1% | +31.3% |
| 5Y | +27.2% | +13.5% | +13.8% | +17.8% |
| 10Y | +146.8% | +144.0% | +2.8% | +90.9% |
| All | +298.3% | +260.9% | +37.5% | +187.4% |
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