+21.4%
XLB vs ALLE
+15.3%
+6.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | +0.5% | +3.6% | -3.0% | -0.5% |
| 30D | +5.2% | +25.9% | -20.7% | -1.7% |
| 3M | +0.3% | +15.8% | -15.4% | -3.9% |
| 6M | +1.2% | +48.1% | -46.9% | -10.7% |
| YTD | +16.6% | +22.0% | -5.3% | +7.0% |
| 1Y | +21.4% | +18.0% | +3.4% | +13.4% |
| All | +21.4% | +15.3% | +6.1% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling