+203.2%
XLB vs ALLE
+260.9%
-57.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | +2.0% | +21.0% | -19.1% | -7.8% |
| 6M | +1.8% | +1.1% | +0.7% | +0.3% |
| YTD | +16.6% | -0.5% | +17.1% | +15.3% |
| 1Y | +16.9% | -7.3% | +24.2% | +19.6% |
| 3Y | +32.6% | +42.3% | -9.7% | +7.2% |
| 5Y | +35.6% | +13.5% | +22.2% | +20.3% |
| 10Y | +160.0% | +144.0% | +16.0% | +56.1% |
| All | +203.2% | +260.9% | -57.6% | +57.7% |
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