+265.6%
XHB vs ALLE
+327.3%
-61.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.9% |
| 7D | +1.3% | -0.6% | +1.9% | +1.8% |
| 30D | +7.8% | +25.3% | -17.5% | -7.6% |
| 3M | -5.5% | +10.3% | -15.8% | -11.7% |
| 6M | -2.6% | +38.0% | -40.6% | -22.2% |
| YTD | +0.4% | +17.8% | -17.4% | -11.4% |
| 1Y | -1.0% | +13.6% | -14.6% | -10.4% |
| 3Y | +37.3% | +89.2% | -51.9% | -12.1% |
| 5Y | +33.7% | +51.1% | -17.4% | -1.9% |
| 10Y | +256.9% | +228.1% | +28.8% | +64.8% |
| All | +265.6% | +327.3% | -61.7% | +50.4% |
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