+36.5%
XLB vs ALLE
+13.7%
+22.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -0.4% | -6.8% | +6.4% | +2.7% |
| 3M | +2.0% | +21.0% | -19.1% | -7.0% |
| 6M | +1.8% | +1.1% | +0.7% | +0.6% |
| YTD | +16.6% | -0.5% | +17.1% | +15.5% |
| 1Y | +16.9% | -7.3% | +24.2% | +19.6% |
| 3Y | +32.6% | +42.3% | -9.7% | +8.0% |
| All | +36.5% | +13.7% | +22.8% | +17.3% |
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