+31.0%
XLB vs ALLE
+54.3%
-23.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | +7.2% | +27.4% | -20.1% | -3.8% |
| 3M | 0.0% | +13.8% | -13.8% | -5.8% |
| 6M | +2.3% | +45.5% | -43.2% | -14.3% |
| YTD | +18.4% | +21.4% | -3.0% | +7.1% |
| 1Y | +23.3% | +15.4% | +8.0% | +14.3% |
| 3Y | +45.2% | +91.7% | -46.5% | +2.6% |
| 5Y | +31.0% | +54.5% | -23.6% | -0.1% |
| All | +31.0% | +54.3% | -23.3% | -0.1% |
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 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