+201.8%
XLB vs ALLE
+327.3%
-125.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -1.5% | -0.6% | -0.9% | -1.2% |
| 30D | +6.1% | +25.3% | -19.3% | -5.3% |
| 3M | 0.0% | +10.3% | -10.2% | -5.0% |
| 6M | 0.0% | +38.0% | -38.1% | -15.6% |
| YTD | +16.0% | +17.8% | -1.8% | +5.3% |
| 1Y | +24.7% | +13.6% | +11.1% | +15.2% |
| 3Y | +40.4% | +89.2% | -48.8% | -1.8% |
| 5Y | +30.7% | +51.1% | -20.4% | +0.3% |
| 10Y | +173.3% | +228.1% | -54.8% | +42.8% |
| All | +201.8% | +327.3% | -125.5% | +44.0% |
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