+30.0%
XHB vs ALLE
+51.6%
-21.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | 0.0% |
| 7D | -0.2% | +3.6% | -3.8% | -2.7% |
| 30D | +9.9% | +25.9% | -15.9% | -7.5% |
| 3M | -6.3% | +15.8% | -22.0% | -16.2% |
| 6M | +3.8% | +48.1% | -44.2% | -23.4% |
| YTD | +0.1% | +22.0% | -21.8% | -15.2% |
| 1Y | -0.8% | +18.0% | -18.8% | -13.8% |
| 3Y | +35.6% | +93.1% | -57.5% | -21.0% |
| All | +30.0% | +51.6% | -21.6% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling