+46.7%
XLB vs ALLE
+93.1%
-46.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.9% |
| 7D | -1.4% | -0.6% | -0.7% | -1.1% |
| 30D | +7.1% | +26.6% | -19.5% | -2.0% |
| 3M | +0.6% | +13.2% | -12.6% | -4.1% |
| 6M | +3.5% | +42.9% | -39.4% | -10.2% |
| YTD | +18.2% | +21.0% | -2.8% | +8.9% |
| 1Y | +25.6% | +15.2% | +10.4% | +18.1% |
| 3Y | +46.7% | +95.6% | -48.9% | +11.1% |
| All | +46.7% | +93.1% | -46.4% | +11.1% |
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