+267.0%
XHB vs ALLE
+260.9%
+6.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.3% |
| 7D | -1.3% | -0.2% | -1.1% | -1.1% |
| 30D | -6.9% | -6.8% | -0.1% | -2.4% |
| 3M | -1.3% | +21.0% | -22.3% | -13.6% |
| 6M | -6.8% | +1.1% | -7.9% | -8.0% |
| YTD | +0.7% | -0.5% | +1.3% | -0.1% |
| 1Y | -11.2% | -7.3% | -4.0% | -7.7% |
| 3Y | +25.3% | +42.3% | -16.9% | -2.7% |
| 5Y | +37.3% | +13.5% | +23.9% | +21.5% |
| 10Y | +211.5% | +144.0% | +67.5% | +72.6% |
| All | +267.0% | +260.9% | +6.1% | +69.6% |
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 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