+259.3%
XHB vs ALLE
+233.6%
+25.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +1.7% |
| 7D | +1.3% | -0.6% | +2.0% | +1.9% |
| 30D | +11.8% | +26.6% | -14.8% | -5.4% |
| 3M | -3.8% | +13.2% | -17.0% | -12.0% |
| 6M | +4.1% | +42.9% | -38.8% | -19.6% |
| YTD | +4.0% | +21.0% | -17.1% | -10.4% |
| 1Y | +1.6% | +15.2% | -13.6% | -9.4% |
| 3Y | +43.2% | +95.6% | -52.4% | -12.6% |
| 5Y | +35.8% | +53.4% | -17.6% | -3.3% |
| 10Y | +259.3% | +221.5% | +37.8% | +66.6% |
| All | +259.3% | +233.6% | +25.6% | +66.6% |
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