+34.6%
XHB vs ALLE
+92.1%
-57.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | -2.4% | +1.6% | -4.0% | -3.5% |
| 30D | +7.1% | +24.1% | -17.0% | -8.1% |
| 3M | -6.0% | +14.8% | -20.8% | -14.8% |
| 6M | +2.1% | +45.9% | -43.8% | -22.6% |
| YTD | -0.6% | +20.7% | -21.3% | -14.5% |
| 1Y | -3.3% | +14.2% | -17.5% | -13.2% |
| All | +34.6% | +92.1% | -57.4% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling